+50.1%
JD vs FDS
+258.2%
-208.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.3% | -1.0% |
| 7D | -4.0% | -2.6% | -1.4% | -3.2% |
| 30D | +2.7% | +14.1% | -11.4% | -2.4% |
| 3M | -13.0% | +19.8% | -32.8% | -19.3% |
| 6M | -12.7% | +55.0% | -67.7% | -28.0% |
| YTD | -0.8% | +15.9% | -16.7% | -9.2% |
| 1Y | -8.9% | +24.2% | -33.1% | -19.6% |
| 3Y | +17.0% | -24.0% | +41.1% | +26.6% |
| 5Y | -63.5% | -23.3% | -40.2% | -61.4% |
| 10Y | +30.5% | +128.0% | -97.5% | -29.3% |
| All | +50.1% | +258.2% | -208.0% | -19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling