-57.1%
JD vs FICO
+81.4%
-138.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +13.4% | -0.9% | +14.3% | +13.5% |
| 30D | +7.7% | +3.3% | +4.4% | +6.9% |
| 3M | -11.3% | -31.7% | +20.4% | -7.9% |
| 6M | -5.1% | -34.0% | +28.8% | -2.1% |
| YTD | +5.0% | -58.3% | +63.4% | +17.2% |
| 1Y | -5.6% | -57.9% | +52.3% | +4.9% |
| 3Y | +17.8% | -24.1% | +41.8% | +2.3% |
| All | -57.1% | +81.4% | -138.6% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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