-54.3%
FIS vs JD
+29.5%
-83.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.3% | -4.8% | -5.9% |
| 7D | -3.5% | -4.0% | +0.5% | -2.9% |
| 30D | -19.4% | +2.7% | -22.1% | -19.9% |
| 3M | -31.6% | -13.0% | -18.5% | -30.3% |
| 6M | -32.5% | -12.7% | -19.8% | -31.4% |
| YTD | -56.0% | -0.8% | -55.2% | -56.2% |
| 1Y | -55.5% | -8.9% | -46.6% | -55.2% |
| 3Y | -41.3% | +17.0% | -58.4% | -45.6% |
| 5Y | -72.3% | -63.5% | -8.8% | -70.0% |
| All | -54.3% | +29.5% | -83.8% | -62.6% |
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 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