-38.8%
FIS vs JD
+17.9%
-56.7%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.6% | +4.0% |
| 7D | +2.8% | -4.1% | +6.9% | +3.1% |
| 30D | -16.7% | +4.6% | -21.3% | -17.1% |
| 3M | -32.3% | -4.7% | -27.5% | -32.1% |
| 6M | -29.1% | -17.4% | -11.7% | -28.1% |
| YTD | -54.1% | +0.7% | -54.8% | -54.3% |
| 1Y | -53.7% | -5.9% | -47.8% | -53.7% |
| 3Y | -38.8% | +18.9% | -57.7% | -40.2% |
| All | -38.8% | +17.9% | -56.7% | -40.2% |
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 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