+236.6%
FDX vs JD
+50.3%
+186.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.3% | -7.1% | -4.4% |
| 7D | +2.9% | +11.7% | -8.8% | +1.0% |
| 30D | +9.6% | +8.1% | +1.5% | +8.2% |
| 3M | +2.4% | -12.0% | +14.3% | +4.3% |
| 6M | +9.2% | -3.5% | +12.7% | +9.3% |
| YTD | +37.7% | +3.3% | +34.4% | +35.8% |
| 1Y | +56.1% | -7.4% | +63.5% | +56.8% |
| 3Y | +68.9% | +16.6% | +52.3% | +57.1% |
| 5Y | +79.0% | -57.9% | +136.8% | +88.6% |
| 10Y | +163.9% | +32.6% | +131.3% | +108.4% |
| All | +236.6% | +50.3% | +186.3% | +164.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling