+3,553.2%
FIX vs JD
+31.5%
+3,521.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.6% |
| 7D | +9.4% | -4.1% | +13.6% | +9.9% |
| 30D | -27.8% | +4.6% | -32.4% | -28.3% |
| 3M | -35.6% | -4.7% | -30.8% | -35.3% |
| 6M | -45.2% | -17.4% | -27.9% | -44.2% |
| YTD | +19.5% | +0.7% | +18.8% | +18.6% |
| 1Y | +24.2% | -5.9% | +30.1% | +24.3% |
| 3Y | +494.2% | +18.9% | +475.3% | +463.0% |
| 5Y | +1,036.1% | -62.9% | +1,099.1% | +1,117.1% |
| All | +3,553.2% | +31.5% | +3,521.7% | +3,048.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling