-62.2%
FIS vs JD
-60.2%
-2.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.2% |
| 7D | +1.1% | -1.7% | +2.8% | +1.3% |
| 30D | -2.2% | -13.2% | +10.9% | -0.6% |
| 3M | +2.1% | -3.2% | +5.3% | +2.4% |
| 6M | -14.7% | +15.2% | -29.9% | -16.6% |
| YTD | -35.7% | +2.0% | -37.7% | -36.2% |
| 1Y | -37.1% | -5.4% | -31.7% | -37.0% |
| 3Y | -20.0% | -9.1% | -10.9% | -21.9% |
| All | -62.2% | -60.2% | -2.0% | -60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling