+948.1%
FIX vs JD
-58.0%
+1,006.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.6% | +3.8% | +5.3% |
| 7D | -17.5% | +13.4% | -30.8% | -18.4% |
| 30D | -41.6% | +7.7% | -49.3% | -42.0% |
| 3M | -40.6% | -11.3% | -29.3% | -40.0% |
| 6M | -49.4% | -5.1% | -44.2% | -49.3% |
| YTD | +9.2% | +5.0% | +4.1% | +8.3% |
| 1Y | +6.5% | -5.6% | +12.1% | +6.6% |
| 3Y | +448.7% | +17.8% | +431.0% | +433.4% |
| All | +948.1% | -58.0% | +1,006.1% | +996.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling