-20.7%
JD vs FRMI
-77.3%
+56.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +11.5% | -13.6% | -2.2% |
| 7D | -0.8% | +23.3% | -24.1% | -1.1% |
| 30D | -16.0% | -7.6% | -8.4% | -15.8% |
| 3M | -3.2% | +0.2% | -3.4% | -3.8% |
| 6M | +6.1% | -28.7% | +34.8% | +5.7% |
| YTD | -0.1% | -28.6% | +28.5% | -0.6% |
| All | -20.7% | -77.3% | +56.5% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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