-7.2%
JD vs FANG
+45.6%
-52.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.1% |
| 7D | -2.6% | +1.2% | -3.8% | -2.8% |
| 30D | -15.4% | +2.4% | -17.7% | -15.7% |
| 3M | -5.0% | +5.1% | -10.1% | -6.1% |
| 6M | +0.9% | +16.4% | -15.5% | -2.7% |
| YTD | -2.5% | +39.0% | -41.5% | -9.7% |
| 1Y | -16.0% | +50.6% | -66.6% | -23.9% |
| All | -7.2% | +45.6% | -52.7% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 3y: compounded portfolio wealth divided by compounded FANG 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…
3y analysis · Full analysis span regression · 6 months rolling