-42.3%
FIX vs JD
-7.2%
-35.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +3.0% | -18.1% | -14.5% |
| 7D | -18.9% | +9.0% | -27.9% | -17.9% |
| 30D | -36.3% | +5.2% | -41.5% | -35.8% |
| 3M | -38.5% | -15.9% | -22.6% | -38.7% |
| 6M | -42.3% | -7.7% | -34.6% | -40.7% |
| All | -42.3% | -7.2% | -35.0% | -40.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling