-62.4%
JD vs FDS
-23.2%
-39.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | -4.1% | +1.5% | -5.6% | -4.4% |
| 30D | +4.6% | +14.8% | -10.2% | +1.7% |
| 3M | -4.7% | +16.3% | -21.0% | -7.9% |
| 6M | -17.4% | +66.2% | -83.6% | -26.7% |
| YTD | +0.7% | +16.2% | -15.5% | -1.6% |
| 1Y | -5.9% | +21.8% | -27.7% | -9.8% |
| 3Y | +18.9% | -23.9% | +42.8% | +33.7% |
| All | -62.4% | -23.2% | -39.2% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling