-83.2%
FIG vs JD
-7.6%
-75.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.5% | +1.3% | +2.7% |
| 7D | +3.4% | -4.1% | +7.5% | +3.7% |
| 30D | -9.5% | +4.6% | -14.1% | -10.0% |
| 3M | -26.2% | -4.7% | -21.4% | -25.9% |
| 6M | +2.7% | -17.4% | +20.0% | +4.2% |
| YTD | -48.0% | +0.7% | -48.7% | -49.6% |
| 1Y | -52.0% | -5.9% | -46.2% | -52.4% |
| All | -83.2% | -7.6% | -75.6% | -82.5% |
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