-6.3%
JD vs FOXA
+118.5%
-124.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -0.8% | -0.6% | -0.2% | -0.7% |
| 30D | -16.0% | +2.3% | -18.4% | -16.6% |
| 3M | -3.2% | -2.8% | -0.3% | -3.4% |
| 6M | +6.1% | +9.6% | -3.5% | +2.2% |
| YTD | -0.1% | -9.9% | +9.8% | +1.8% |
| 1Y | -12.7% | +5.4% | -18.1% | -15.4% |
| 3Y | -6.3% | +115.3% | -121.6% | -37.1% |
| All | -6.3% | +118.5% | -124.8% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 3y: compounded portfolio wealth divided by compounded FOXA 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…
3y analysis · Full analysis span regression · 6 months rolling