+822.2%
FLEX vs JD
+52.8%
+769.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +2.9% | +4.2% |
| 7D | -19.3% | +13.4% | -32.7% | -21.7% |
| 30D | -41.5% | +7.7% | -49.2% | -42.6% |
| 3M | -43.1% | -11.3% | -31.8% | -41.9% |
| 6M | -48.2% | -5.1% | -43.1% | -48.1% |
| YTD | +15.5% | +5.0% | +10.4% | +13.1% |
| 1Y | +10.2% | -5.6% | +15.9% | +10.5% |
| 3Y | +256.8% | +17.8% | +239.0% | +225.7% |
| 5Y | +408.2% | -57.2% | +465.4% | +443.4% |
| 10Y | +580.8% | +34.8% | +546.0% | +420.1% |
| All | +822.2% | +52.8% | +769.5% | +608.2% |
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 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