+51.4%
JD vs FN
+1,636.9%
-1,585.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -6.0% | +9.0% | +4.1% |
| 7D | +9.0% | -7.0% | +15.9% | +10.0% |
| 30D | +5.2% | -24.7% | +29.9% | +9.9% |
| 3M | -15.9% | -35.7% | +19.8% | -10.6% |
| 6M | -7.7% | -52.4% | +44.7% | +2.2% |
| YTD | +0.1% | -25.0% | +25.0% | -1.2% |
| 1Y | -9.7% | -25.7% | +15.9% | -11.4% |
| 3Y | +12.9% | +110.2% | -97.3% | -20.0% |
| 5Y | -60.6% | +192.3% | -252.9% | -75.5% |
| 10Y | +28.4% | +812.3% | -783.9% | -41.5% |
| All | +51.4% | +1,636.9% | -1,585.4% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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