-61.5%
JD vs FANG
+232.6%
-294.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | -4.2% | +2.9% | -7.1% | -4.7% |
| 30D | -14.4% | +2.6% | -17.0% | -14.8% |
| 3M | -3.6% | +7.6% | -11.1% | -5.0% |
| 6M | -0.3% | +17.3% | -17.6% | -3.7% |
| YTD | -2.4% | +38.7% | -41.0% | -8.9% |
| 1Y | -18.5% | +51.6% | -70.2% | -25.4% |
| 3Y | -7.0% | +50.0% | -57.0% | -15.8% |
| All | -61.5% | +232.6% | -294.1% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling