-83.9%
FIG vs JD
-6.2%
-77.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.7% | -3.9% |
| 7D | -11.4% | +5.2% | -16.6% | -12.0% |
| 30D | -17.2% | +4.5% | -21.7% | -17.6% |
| 3M | -26.6% | -15.4% | -11.2% | -25.2% |
| 6M | -9.8% | -6.0% | -3.8% | -11.3% |
| YTD | -50.1% | +2.2% | -52.3% | -51.8% |
| 1Y | -58.1% | -6.7% | -51.4% | -58.1% |
| All | -83.9% | -6.2% | -77.6% | -83.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling