+227.4%
FDX vs JD
+52.8%
+174.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.4% | -3.0% |
| 7D | -1.6% | +13.4% | -15.0% | -3.7% |
| 30D | +6.6% | +7.7% | -1.1% | +5.3% |
| 3M | -2.1% | -11.3% | +9.2% | -0.3% |
| 6M | +2.2% | -5.1% | +7.3% | +2.5% |
| YTD | +33.9% | +5.0% | +28.9% | +31.7% |
| 1Y | +50.2% | -5.6% | +55.9% | +50.4% |
| 3Y | +65.5% | +17.8% | +47.8% | +53.7% |
| 5Y | +74.1% | -57.2% | +131.2% | +83.0% |
| 10Y | +156.7% | +34.8% | +121.9% | +102.2% |
| All | +227.4% | +52.8% | +174.6% | +156.1% |
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