-22.6%
FPS vs JD
+4.2%
-26.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +3.0% | -20.4% | -16.7% |
| 7D | -23.3% | +9.0% | -32.3% | -22.0% |
| 30D | -42.4% | +5.2% | -47.6% | -41.8% |
| 3M | -43.0% | -15.9% | -27.2% | -43.8% |
| 6M | -44.5% | -7.7% | -36.8% | -44.0% |
| All | -22.6% | +4.2% | -26.8% | -20.4% |
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 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