+54.3%
JD vs FLR
-15.1%
+69.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.2% |
| 7D | -1.7% | +5.4% | -7.1% | -2.4% |
| 30D | -13.2% | +11.4% | -24.5% | -14.6% |
| 3M | -3.2% | +11.4% | -14.6% | -5.2% |
| 6M | +15.2% | +16.6% | -1.4% | +11.7% |
| YTD | +2.0% | +41.7% | -39.7% | -3.7% |
| 1Y | -5.4% | +35.4% | -40.8% | -10.4% |
| 3Y | -9.1% | +57.3% | -66.4% | -16.8% |
| 5Y | -59.6% | +241.0% | -300.6% | -66.4% |
| 10Y | +26.2% | +16.6% | +9.6% | +30.7% |
| All | +54.3% | -15.1% | +69.4% | +87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling