-8.8%
JD vs FDS
+27.2%
-35.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.4% | -1.6% |
| 7D | +0.4% | -2.1% | +2.6% | +0.4% |
| 30D | +4.2% | +16.0% | -11.8% | +4.2% |
| 3M | -12.8% | +18.8% | -31.5% | -12.8% |
| 6M | -8.8% | +54.1% | -62.9% | -7.5% |
| YTD | +0.5% | +17.0% | -16.5% | +6.4% |
| 1Y | -8.8% | +25.5% | -34.3% | -5.3% |
| All | -8.8% | +27.2% | -35.9% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling