-18.9%
JD vs FRMI
-93.9%
+74.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.2% | +7.0% | -0.2% |
| 7D | +5.2% | -24.3% | +29.5% | +5.5% |
| 30D | +4.5% | -55.1% | +59.6% | +5.5% |
| 3M | -15.4% | -73.8% | +58.4% | -13.8% |
| 6M | -6.0% | -70.6% | +64.5% | -5.5% |
| YTD | +2.2% | -80.8% | +82.9% | +3.5% |
| 1Y | -6.7% | -93.9% | +87.3% | -5.1% |
| All | -18.9% | -93.9% | +74.9% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling