+74.2%
FDX vs JD
+18.5%
+55.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.0% | +3.7% |
| 7D | +0.2% | +7.9% | -7.7% | -0.6% |
| 30D | +9.3% | +4.8% | +4.5% | +8.7% |
| 3M | +0.5% | -13.9% | +14.4% | +1.9% |
| 6M | +5.3% | -5.8% | +11.1% | +5.6% |
| YTD | +38.6% | +2.4% | +36.2% | +37.3% |
| 1Y | +53.5% | -7.5% | +61.1% | +54.1% |
| 3Y | +74.2% | +20.9% | +53.3% | +72.3% |
| All | +74.2% | +18.5% | +55.7% | +72.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling