+51.2%
JD vs FANG
+260.7%
-209.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -0.8% | -1.7% | +0.9% | -0.5% |
| 30D | -16.0% | +6.8% | -22.8% | -16.9% |
| 3M | -3.2% | +1.3% | -4.5% | -3.6% |
| 6M | +6.1% | +11.8% | -5.7% | +3.7% |
| YTD | -0.1% | +35.1% | -35.2% | -5.4% |
| 1Y | -12.7% | +48.9% | -61.7% | -18.7% |
| 3Y | -6.3% | +42.8% | -49.1% | -13.1% |
| 5Y | -61.3% | +230.3% | -291.6% | -69.0% |
| 10Y | +17.6% | +167.0% | -149.4% | -6.6% |
| All | +51.2% | +260.7% | -209.5% | +16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling