+5,892.0%
FIX vs JD
+25.4%
+5,866.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.7% |
| 7D | +6.0% | -1.7% | +7.7% | +6.2% |
| 30D | -7.2% | -13.2% | +5.9% | -5.7% |
| 3M | -15.9% | -3.2% | -12.7% | -15.7% |
| 6M | +12.7% | +15.2% | -2.5% | +10.3% |
| YTD | +72.8% | +2.0% | +70.8% | +71.6% |
| 1Y | +122.9% | -5.4% | +128.3% | +123.2% |
| 3Y | +774.3% | -9.1% | +783.4% | +759.1% |
| 5Y | +2,049.5% | -59.6% | +2,109.1% | +2,165.8% |
| All | +5,892.0% | +25.4% | +5,866.6% | +5,102.0% |
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