+420.4%
FIX vs JD
+14.9%
+405.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +3.3% | -14.9% | -11.8% |
| 7D | -27.2% | +11.7% | -39.0% | -28.0% |
| 30D | -46.9% | +8.1% | -55.0% | -47.3% |
| 3M | -44.4% | -12.0% | -32.4% | -43.8% |
| 6M | -50.9% | -3.5% | -47.4% | -50.8% |
| YTD | +3.5% | +3.3% | +0.2% | +2.9% |
| 1Y | -2.1% | -7.4% | +5.3% | -1.8% |
| All | +420.4% | +14.9% | +405.5% | +433.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling