+6,671.3%
FIX vs JD
+50.3%
+6,621.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +3.3% | -14.9% | -12.0% |
| 7D | -27.2% | +11.7% | -39.0% | -28.4% |
| 30D | -46.9% | +8.1% | -55.0% | -47.5% |
| 3M | -44.4% | -12.0% | -32.4% | -43.7% |
| 6M | -50.9% | -3.5% | -47.4% | -50.9% |
| YTD | +3.5% | +3.3% | +0.2% | +2.5% |
| 1Y | -2.1% | -7.4% | +5.3% | -1.8% |
| 3Y | +418.7% | +16.6% | +402.2% | +391.6% |
| 5Y | +894.6% | -57.9% | +952.4% | +938.5% |
| 10Y | +3,465.5% | +32.6% | +3,432.9% | +2,733.0% |
| All | +6,671.3% | +50.3% | +6,621.0% | +5,090.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling