+59.0%
JD vs FLR
-29.7%
+88.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | +1.2% |
| 7D | +13.4% | -0.8% | +14.2% | +13.4% |
| 30D | +7.7% | -9.1% | +16.8% | +8.9% |
| 3M | -11.3% | -4.7% | -6.6% | -11.3% |
| 6M | -5.1% | -14.2% | +9.1% | -4.4% |
| YTD | +5.0% | +17.3% | -12.2% | +1.3% |
| 1Y | -5.6% | +4.3% | -9.9% | -7.6% |
| 3Y | +17.8% | +30.7% | -13.0% | +10.2% |
| 5Y | -57.2% | +101.3% | -158.5% | -62.2% |
| 10Y | +34.8% | +12.4% | +22.4% | +35.5% |
| All | +59.0% | -29.7% | +88.7% | +97.1% |
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