+782.0%
FLEX vs JD
+50.3%
+731.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +3.3% | -16.9% | -14.3% |
| 7D | -28.3% | +11.7% | -40.0% | -30.2% |
| 30D | -45.0% | +8.1% | -53.1% | -46.1% |
| 3M | -45.2% | -12.0% | -33.3% | -44.0% |
| 6M | -30.8% | -3.5% | -27.3% | -30.8% |
| YTD | +10.4% | +3.3% | +7.1% | +8.5% |
| 1Y | +2.3% | -7.4% | +9.7% | +3.0% |
| 3Y | +238.9% | +16.6% | +222.3% | +210.0% |
| 5Y | +386.0% | -57.9% | +443.9% | +421.5% |
| 10Y | +551.1% | +32.6% | +518.5% | +399.2% |
| All | +782.0% | +50.3% | +731.7% | +579.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling