+256.8%
FLEX vs JD
+16.8%
+240.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +2.9% | +4.3% |
| 7D | -19.3% | +13.4% | -32.7% | -21.3% |
| 30D | -41.5% | +7.7% | -49.2% | -42.4% |
| 3M | -43.1% | -11.3% | -31.8% | -42.0% |
| 6M | -48.2% | -5.1% | -43.1% | -48.0% |
| YTD | +15.5% | +5.0% | +10.4% | +13.6% |
| 1Y | +10.2% | -5.6% | +15.9% | +10.6% |
| 3Y | +256.8% | +17.8% | +239.0% | +248.4% |
| All | +256.8% | +16.8% | +240.0% | +248.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling