-16.7%
JD vs FIGR
+6.3%
-23.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.4% | -8.5% | -2.3% |
| 7D | -0.8% | +13.5% | -14.3% | -1.3% |
| 30D | -16.0% | +33.7% | -49.7% | -17.0% |
| 3M | -3.2% | +37.3% | -40.5% | -4.6% |
| 6M | +6.1% | +25.5% | -19.5% | +4.5% |
| YTD | -0.1% | -6.3% | +6.2% | -3.0% |
| All | -16.7% | +6.3% | -23.0% | -20.6% |
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