+28.4%
FLEX vs JD
-9.4%
+37.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.6% | +5.4% | +4.0% |
| 7D | +2.2% | +0.4% | +1.8% | +1.9% |
| 30D | -32.6% | +4.2% | -36.9% | -33.4% |
| 3M | -35.5% | -12.8% | -22.7% | -33.3% |
| 6M | -45.6% | -8.8% | -36.8% | -44.1% |
| YTD | +30.7% | +0.5% | +30.2% | +29.0% |
| 1Y | +28.4% | -8.8% | +37.1% | +33.0% |
| All | +28.4% | -9.4% | +37.7% | +33.0% |
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