+614.8%
FLEX vs JD
+31.5%
+583.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.5% | -4.4% |
| 7D | +7.5% | -4.1% | +11.6% | +8.4% |
| 30D | -25.3% | +4.6% | -29.9% | -26.3% |
| 3M | -39.7% | -4.7% | -34.9% | -39.3% |
| 6M | -47.9% | -17.4% | -30.5% | -46.0% |
| YTD | +24.1% | +0.7% | +23.4% | +22.4% |
| 1Y | +26.0% | -5.9% | +31.8% | +26.2% |
| 3Y | +282.7% | +18.9% | +263.8% | +244.9% |
| 5Y | +424.2% | -62.9% | +487.2% | +492.6% |
| All | +614.8% | +31.5% | +583.3% | +428.6% |
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