+25.0%
FLEX vs JD
-9.8%
+34.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.0% | -15.4% | -12.9% |
| 7D | -17.0% | +9.0% | -25.9% | -18.6% |
| 30D | -33.8% | +5.2% | -39.0% | -34.6% |
| 3M | -39.0% | -15.9% | -23.1% | -36.2% |
| 6M | -15.9% | -7.7% | -8.2% | -14.1% |
| YTD | +27.8% | +0.1% | +27.8% | +26.6% |
| 1Y | +25.0% | -9.7% | +34.7% | +29.5% |
| All | +25.0% | -9.8% | +34.8% | +29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling