+54.3%
JD vs FICO
+1,552.2%
-1,497.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -16.7% | +18.6% | +6.6% |
| 7D | -1.7% | -19.2% | +17.5% | +3.7% |
| 30D | -13.2% | -14.6% | +1.4% | -10.2% |
| 3M | -3.2% | -20.1% | +16.9% | +0.9% |
| 6M | +15.2% | -36.3% | +51.5% | +26.3% |
| YTD | +2.0% | -44.9% | +46.8% | +16.5% |
| 1Y | -5.4% | -38.6% | +33.2% | +2.7% |
| 3Y | -9.1% | +4.0% | -13.1% | -25.6% |
| 5Y | -59.6% | +99.5% | -159.1% | -75.7% |
| 10Y | +26.2% | +604.7% | -578.4% | -57.8% |
| All | +54.3% | +1,552.2% | -1,497.9% | -70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling