+1,005.1%
FLEX vs JD
+21.4%
+983.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.1% |
| 7D | -0.9% | -1.7% | +0.8% | -0.5% |
| 30D | -10.1% | -13.2% | +3.0% | -7.3% |
| 3M | -31.3% | -3.2% | -28.2% | -31.2% |
| 6M | +71.3% | +15.2% | +56.0% | +64.3% |
| YTD | +81.2% | +2.0% | +79.3% | +79.0% |
| 1Y | +98.5% | -5.4% | +103.9% | +99.1% |
| 3Y | +428.2% | -9.1% | +437.4% | +410.8% |
| 5Y | +657.3% | -59.6% | +716.9% | +731.7% |
| All | +1,005.1% | +21.4% | +983.7% | +707.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling