+486.9%
FERG vs JD
+48.9%
+438.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -2.5% | +13.7% | +11.4% |
| 7D | +7.3% | +7.9% | -0.6% | +6.7% |
| 30D | +18.1% | +4.8% | +13.4% | +17.7% |
| 3M | +1.6% | -13.9% | +15.6% | +2.6% |
| 6M | +8.5% | -5.8% | +14.3% | +8.8% |
| YTD | +18.6% | +2.4% | +16.1% | +18.1% |
| 1Y | +5.7% | -7.5% | +13.3% | +6.0% |
| 3Y | +74.0% | +20.9% | +53.1% | +70.3% |
| 5Y | +83.9% | -58.0% | +141.9% | +86.9% |
| 10Y | +494.6% | +28.9% | +465.7% | +484.4% |
| All | +486.9% | +48.9% | +438.0% | +471.6% |
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