+56.4%
JD vs FICO
+1,153.7%
-1,097.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.4% | +3.0% |
| 7D | +11.7% | -0.3% | +12.0% | +11.8% |
| 30D | +8.1% | +1.7% | +6.4% | +6.8% |
| 3M | -12.0% | -35.2% | +23.2% | -4.3% |
| 6M | -3.5% | -33.7% | +30.2% | +2.3% |
| YTD | +3.3% | -58.2% | +61.5% | +24.1% |
| 1Y | -7.4% | -56.6% | +49.2% | +9.6% |
| 3Y | +16.6% | -24.0% | +40.6% | +2.3% |
| 5Y | -57.9% | +86.1% | -143.9% | -75.6% |
| 10Y | +32.6% | +522.8% | -490.2% | -55.9% |
| All | +56.4% | +1,153.7% | -1,097.3% | -68.1% |
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