+644.7%
FLEX vs JD
+29.5%
+615.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.8% |
| 7D | +17.1% | -4.0% | +21.1% | +18.1% |
| 30D | -29.5% | +2.7% | -32.2% | -30.2% |
| 3M | -37.3% | -13.0% | -24.2% | -35.5% |
| 6M | -44.1% | -12.7% | -31.4% | -42.9% |
| YTD | +29.3% | -0.8% | +30.1% | +28.0% |
| 1Y | +24.2% | -8.9% | +33.1% | +25.4% |
| 3Y | +297.3% | +17.0% | +280.3% | +259.5% |
| 5Y | +446.2% | -63.5% | +509.7% | +519.7% |
| All | +644.7% | +29.5% | +615.2% | +452.8% |
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 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