-9.7%
JD vs FIGR
-41.8%
+32.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.2% | -1.1% | +3.0% |
| 7D | +9.0% | -1.3% | +10.3% | +9.0% |
| 30D | +5.2% | -17.6% | +22.8% | +5.4% |
| 3M | -15.9% | -16.7% | +0.8% | -15.7% |
| 6M | -7.7% | -36.1% | +28.4% | -7.4% |
| YTD | +0.1% | -43.6% | +43.7% | -1.1% |
| 1Y | -9.7% | -39.8% | +30.1% | -10.3% |
| All | -9.7% | -41.8% | +32.1% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 1y: compounded portfolio wealth divided by compounded FIGR 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…
1y analysis · Full analysis span regression · 6 months rolling