-18.5%
FIS vs JD
-8.1%
-10.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.1% |
| 7D | +1.1% | -1.7% | +2.8% | +1.2% |
| 30D | -2.2% | -13.2% | +10.9% | -1.1% |
| 3M | +2.1% | -3.2% | +5.3% | +2.3% |
| 6M | -14.7% | +15.2% | -29.9% | -16.1% |
| YTD | -35.7% | +2.0% | -37.7% | -36.0% |
| 1Y | -37.1% | -5.4% | -31.7% | -37.0% |
| All | -18.5% | -8.1% | -10.4% | -19.6% |
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 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