-1.7%
FIS vs JD
+48.3%
-50.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.3% |
| 3M | +2.1% | -3.2% | +5.3% | +2.5% |
| 6M | -14.7% | +15.2% | -29.9% | -16.8% |
| 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% | -22.1% |
| 5Y | -62.1% | -59.6% | -2.5% | -60.1% |
| 10Y | -37.4% | +26.2% | -63.6% | -47.7% |
| All | -1.7% | +48.3% | -50.0% | -19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling