-18.5%
JD vs FRSH
-9.2%
-9.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -4.2% | -6.6% | +2.4% | -4.2% |
| 30D | -14.4% | +2.1% | -16.5% | -14.4% |
| 3M | -3.6% | +29.0% | -32.5% | -3.8% |
| 6M | -0.3% | +48.6% | -48.9% | -0.9% |
| YTD | -2.4% | -2.9% | +0.6% | +1.3% |
| 1Y | -18.5% | -7.9% | -10.6% | -16.3% |
| All | -18.5% | -9.2% | -9.4% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling