+67.1%
FDX vs JD
-60.2%
+127.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.4% | -0.8% |
| 7D | -2.5% | -1.7% | -0.9% | -2.3% |
| 30D | +3.8% | -13.2% | +17.0% | +5.5% |
| 3M | -1.3% | -3.2% | +1.9% | -1.1% |
| 6M | +5.0% | +15.2% | -10.2% | +2.6% |
| YTD | +39.6% | +2.0% | +37.7% | +38.5% |
| 1Y | +81.1% | -5.4% | +86.5% | +81.1% |
| 3Y | +63.0% | -9.1% | +72.1% | +60.1% |
| All | +67.1% | -60.2% | +127.3% | +67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling