+894.6%
FIX vs JD
-59.1%
+953.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -43.9% |
| 6M | -50.9% | -3.5% | -47.4% | -50.9% |
| YTD | +3.5% | +3.3% | +0.2% | +2.8% |
| 1Y | -2.1% | -7.4% | +5.3% | -1.8% |
| 3Y | +418.7% | +16.6% | +402.2% | +404.6% |
| 5Y | +894.6% | -57.9% | +952.4% | +941.8% |
| All | +894.6% | -59.1% | +953.6% | +941.8% |
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 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