-5.4%
JD vs FLR
+31.2%
-36.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.0% |
| 7D | -1.7% | +5.4% | -7.1% | -2.1% |
| 30D | -13.2% | +11.4% | -24.5% | -14.2% |
| 3M | -3.2% | +11.4% | -14.6% | -4.6% |
| 6M | +15.2% | +16.6% | -1.4% | +12.1% |
| YTD | +2.0% | +41.7% | -39.7% | -4.6% |
| 1Y | -5.4% | +35.4% | -40.8% | -8.9% |
| All | -5.4% | +31.2% | -36.6% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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