-14.6%
JD vs FIGR
-31.9%
+17.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +7.9% | -10.4% | -2.8% |
| 7D | +7.9% | +12.5% | -4.6% | +7.4% |
| 30D | +4.8% | -14.1% | +18.8% | +5.2% |
| 3M | -13.9% | -14.3% | +0.4% | -13.7% |
| 6M | -5.8% | -34.8% | +29.0% | -4.8% |
| YTD | +2.4% | -40.0% | +42.4% | +0.8% |
| 1Y | -7.5% | -32.9% | +25.4% | -10.3% |
| All | -14.6% | -31.9% | +17.3% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling