+183.9%
FDX vs JD
+21.4%
+162.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.4% | -0.9% |
| 7D | -2.5% | -1.7% | -0.9% | -2.3% |
| 30D | +3.8% | -13.2% | +17.0% | +6.2% |
| 3M | -1.3% | -3.2% | +1.9% | -1.0% |
| 6M | +5.0% | +15.2% | -10.2% | +1.7% |
| YTD | +39.6% | +2.0% | +37.7% | +38.0% |
| 1Y | +81.1% | -5.4% | +86.5% | +81.0% |
| 3Y | +63.0% | -9.1% | +72.1% | +58.0% |
| 5Y | +65.6% | -59.6% | +125.2% | +76.9% |
| All | +183.9% | +21.4% | +162.5% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded JD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling