-84.0%
FIG vs JD
-5.1%
-78.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +3.3% | -20.0% | -17.0% |
| 7D | -17.4% | +11.7% | -29.1% | -18.5% |
| 30D | -15.9% | +8.1% | -24.0% | -16.6% |
| 3M | -34.5% | -12.0% | -22.5% | -33.6% |
| 6M | -5.0% | -3.5% | -1.5% | -7.2% |
| YTD | -50.7% | +3.3% | -54.0% | -52.3% |
| 1Y | -58.1% | -7.4% | -50.7% | -57.9% |
| All | -84.0% | -5.1% | -78.9% | -83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling