-25.9%
FPS vs JD
+6.4%
-32.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.2% | -4.7% | -5.0% |
| 7D | -20.9% | +5.2% | -26.1% | -19.6% |
| 30D | -46.3% | +4.5% | -50.8% | -45.6% |
| 3M | -42.9% | -15.4% | -27.5% | -43.4% |
| 6M | -46.8% | -6.0% | -40.8% | -45.9% |
| All | -25.9% | +6.4% | -32.3% | -23.2% |
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 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