-55.5%
FIS vs JD
-10.8%
-44.7%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.3% | -4.8% | -6.0% |
| 7D | -3.5% | -4.0% | +0.5% | -3.2% |
| 30D | -19.4% | +2.7% | -22.1% | -19.8% |
| 3M | -31.6% | -13.0% | -18.5% | -30.4% |
| 6M | -32.5% | -12.7% | -19.8% | -31.7% |
| YTD | -56.0% | -0.8% | -55.2% | -56.1% |
| 1Y | -55.5% | -8.9% | -46.6% | -53.2% |
| All | -55.5% | -10.8% | -44.7% | -53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling