+14.7%
JD vs FOXA
+90.8%
-76.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.4% | +5.3% | +2.7% |
| 7D | -1.7% | -4.0% | +2.3% | -0.7% |
| 30D | -13.2% | +12.0% | -25.1% | -15.9% |
| 3M | -3.2% | +0.3% | -3.4% | -4.2% |
| 6M | +15.2% | +12.5% | +2.7% | +10.1% |
| YTD | +2.0% | -9.6% | +11.6% | +3.4% |
| 1Y | -5.4% | +8.6% | -14.0% | -9.3% |
| 3Y | -9.1% | +118.5% | -127.6% | -29.8% |
| 5Y | -59.6% | +88.8% | -148.4% | -67.6% |
| All | +14.7% | +90.8% | -76.1% | -10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling