+30.5%
JD vs FDS
+135.4%
-104.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.7% | +5.3% | +2.8% |
| 7D | +13.4% | -0.5% | +13.9% | +13.4% |
| 30D | +7.7% | +20.2% | -12.5% | +1.3% |
| 3M | -11.3% | +19.9% | -31.1% | -16.9% |
| 6M | -5.1% | +56.2% | -61.3% | -20.3% |
| YTD | +5.0% | +14.6% | -9.5% | -2.1% |
| 1Y | -5.6% | +31.6% | -37.2% | -17.4% |
| 3Y | +17.8% | -23.8% | +41.6% | +27.2% |
| 5Y | -57.2% | -22.6% | -34.6% | -54.8% |
| All | +30.5% | +135.4% | -104.9% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling