+16.9%
JD vs FLR
+17.1%
-0.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -2.1% |
| 7D | -3.0% | -3.1% | +0.1% | -2.7% |
| 30D | -19.3% | +4.9% | -24.3% | -19.8% |
| 3M | -6.0% | +10.8% | -16.8% | -7.6% |
| 6M | +1.8% | +19.7% | -17.9% | -1.2% |
| YTD | -2.6% | +38.4% | -40.9% | -7.1% |
| 1Y | -17.4% | +34.7% | -52.1% | -21.2% |
| 3Y | -8.6% | +56.7% | -65.3% | -15.1% |
| 5Y | -61.6% | +241.6% | -303.2% | -66.9% |
| 10Y | +16.9% | +20.2% | -3.3% | +21.7% |
| All | +16.9% | +17.1% | -0.3% | +21.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling