+115.1%
FISV vs JD
+46.5%
+68.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +3.5% |
| 7D | +1.4% | -4.1% | +5.6% | +2.1% |
| 30D | +38.4% | +4.6% | +33.8% | +37.6% |
| 3M | +14.9% | -4.7% | +19.7% | +15.8% |
| 6M | +21.8% | -17.4% | +39.1% | +24.9% |
| YTD | -5.0% | +0.7% | -5.8% | -5.7% |
| 1Y | -1.2% | -5.9% | +4.7% | -0.9% |
| 3Y | -47.5% | +18.9% | -66.4% | -50.9% |
| 5Y | -36.7% | -62.9% | +26.2% | -32.1% |
| 10Y | +26.9% | +32.5% | -5.6% | +4.0% |
| All | +115.1% | +46.5% | +68.7% | +74.4% |
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