+78.8%
FISV vs JD
+48.3%
+30.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.2% |
| 7D | -0.3% | -1.7% | +1.3% | -0.1% |
| 30D | -2.1% | -13.2% | +11.1% | -0.2% |
| 3M | -5.7% | -3.2% | -2.6% | -5.5% |
| 6M | -15.3% | +15.2% | -30.6% | -17.6% |
| YTD | -21.1% | +2.0% | -23.1% | -21.8% |
| 1Y | -61.1% | -5.4% | -55.7% | -61.0% |
| 3Y | -56.8% | -9.1% | -47.7% | -57.9% |
| 5Y | -54.2% | -59.6% | +5.4% | -51.7% |
| 10Y | +1.6% | +26.2% | -24.6% | -16.4% |
| All | +78.8% | +48.3% | +30.5% | +44.6% |
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 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