-7.2%
JD vs FRSH
-46.2%
+39.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.3% |
| 7D | -3.0% | -9.6% | +6.6% | -1.8% |
| 30D | -19.3% | -0.4% | -18.9% | -19.5% |
| 3M | -6.0% | +27.2% | -33.2% | -9.5% |
| 6M | +1.8% | +42.2% | -40.4% | -4.1% |
| YTD | -2.6% | -2.6% | 0.0% | -2.3% |
| 1Y | -17.4% | -10.2% | -7.3% | -16.1% |
| All | -7.2% | -46.2% | +39.0% | +1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling