-8.5%
FPS vs JD
+15.3%
-23.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +2.8% |
| 7D | +3.1% | -1.7% | +4.8% | +2.7% |
| 30D | -18.6% | -13.2% | -5.4% | -20.7% |
| 3M | -51.5% | -3.2% | -48.3% | -51.3% |
| 6M | -8.5% | +15.2% | -23.7% | -2.3% |
| All | -8.5% | +15.3% | -23.9% | -2.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling