-18.7%
JD vs FIGR
+1.6%
-20.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.1% | +0.2% |
| 7D | -2.6% | +1.0% | -3.6% | -2.6% |
| 30D | -15.4% | +31.4% | -46.7% | -16.3% |
| 3M | -5.0% | +30.3% | -35.3% | -6.2% |
| 6M | +0.9% | -7.6% | +8.5% | +0.8% |
| YTD | -2.5% | -10.5% | +8.0% | -5.2% |
| All | -18.7% | +1.6% | -20.2% | -22.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling