-59.4%
JD vs FRSH
-72.4%
+13.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.1% |
| 7D | -3.0% | -9.6% | +6.6% | -0.8% |
| 30D | -19.3% | -0.4% | -18.9% | -19.6% |
| 3M | -6.0% | +27.2% | -33.2% | -12.0% |
| 6M | +1.8% | +42.2% | -40.4% | -8.3% |
| YTD | -2.6% | -2.6% | 0.0% | -4.3% |
| 1Y | -17.4% | -10.2% | -7.3% | -17.4% |
| 3Y | -8.6% | -45.5% | +36.9% | 0.0% |
| All | -59.4% | -72.4% | +13.0% | -56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling