+3,644.4%
FIX vs JD
+26.7%
+3,617.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -13.9% | +5.2% | -19.1% | -14.6% |
| 30D | -35.5% | +4.5% | -40.0% | -36.0% |
| 3M | -33.9% | -15.4% | -18.5% | -32.8% |
| 6M | -43.3% | -6.0% | -37.3% | -43.1% |
| YTD | +18.7% | +2.2% | +16.5% | +17.6% |
| 1Y | +13.8% | -6.7% | +20.4% | +14.0% |
| 3Y | +495.0% | +20.5% | +474.4% | +463.0% |
| 5Y | +1,049.0% | -58.4% | +1,107.5% | +1,106.7% |
| 10Y | +3,644.4% | +32.5% | +3,611.9% | +3,144.8% |
| All | +3,644.4% | +26.7% | +3,617.7% | +3,144.8% |
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 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