+70.2%
FDX vs JD
+14.9%
+55.3%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.3% | -7.1% | -4.2% |
| 7D | +2.9% | +11.7% | -8.8% | +1.7% |
| 30D | +9.6% | +8.1% | +1.5% | +8.7% |
| 3M | +2.4% | -12.0% | +14.3% | +3.6% |
| 6M | +9.2% | -3.5% | +12.7% | +9.2% |
| YTD | +37.7% | +3.3% | +34.4% | +36.4% |
| 1Y | +56.1% | -7.4% | +63.5% | +56.7% |
| All | +70.2% | +14.9% | +55.3% | +69.3% |
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