-31.8%
FIS vs JD
+52.8%
-84.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.9% | -2.5% |
| 7D | -25.5% | +13.4% | -38.8% | -26.9% |
| 30D | -15.1% | +7.7% | -22.7% | -16.1% |
| 3M | -32.1% | -11.3% | -20.8% | -31.1% |
| 6M | -36.1% | -5.1% | -30.9% | -35.9% |
| YTD | -55.4% | +5.0% | -60.4% | -56.0% |
| 1Y | -53.9% | -5.6% | -48.2% | -53.8% |
| 3Y | -39.8% | +17.8% | -57.5% | -43.7% |
| 5Y | -71.1% | -57.2% | -13.9% | -69.8% |
| 10Y | -53.8% | +34.8% | -88.6% | -61.8% |
| All | -31.8% | +52.8% | -84.6% | -44.7% |
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