+19.6%
FLEX vs JD
-6.9%
+26.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.4% | -2.6% |
| 7D | -13.6% | +5.2% | -18.8% | -14.6% |
| 30D | -36.5% | +4.5% | -41.0% | -37.1% |
| 3M | -36.4% | -15.4% | -21.0% | -33.5% |
| 6M | -46.5% | -6.0% | -40.4% | -45.6% |
| YTD | +25.9% | +2.2% | +23.8% | +24.1% |
| 1Y | +19.6% | -6.7% | +26.2% | +22.2% |
| All | +19.6% | -6.9% | +26.5% | +22.2% |
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