-58.0%
JD vs FRSH
-70.7%
+12.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -4.1% | +4.6% | -8.7% | -5.1% |
| 30D | +4.6% | -7.5% | +12.1% | +6.0% |
| 3M | -4.7% | -0.1% | -4.7% | -5.5% |
| 6M | -17.4% | +54.5% | -71.9% | -27.0% |
| YTD | +0.7% | +3.4% | -2.7% | -3.0% |
| 1Y | -5.9% | +6.4% | -12.3% | -10.2% |
| 3Y | +18.9% | -26.3% | +45.1% | +18.8% |
| 5Y | -62.9% | -66.4% | +3.5% | -61.3% |
| All | -58.0% | -70.7% | +12.7% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 10y: compounded portfolio wealth divided by compounded FRSH 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…
10y analysis · Full analysis span regression · 6 months rolling