+54.6%
JD vs FLR
-23.7%
+78.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | +5.2% | +5.1% | +0.1% | +4.4% |
| 30D | +4.5% | -0.5% | +5.0% | +4.4% |
| 3M | -15.4% | -3.5% | -12.0% | -15.4% |
| 6M | -6.0% | +16.5% | -22.5% | -8.8% |
| YTD | +2.2% | +27.3% | -25.1% | -2.5% |
| 1Y | -6.7% | +10.6% | -17.3% | -9.4% |
| 3Y | +20.5% | +39.4% | -18.8% | +11.8% |
| 5Y | -58.4% | +126.4% | -184.8% | -63.9% |
| 10Y | +32.5% | +8.4% | +24.1% | +37.8% |
| All | +54.6% | -23.7% | +78.3% | +89.7% |
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 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