+55.0%
JD vs USFR
+28.6%
+26.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +7.9% | +0.1% | +7.8% | +7.9% |
| 30D | +4.8% | +0.4% | +4.4% | +4.7% |
| 3M | -13.9% | +1.1% | -15.0% | -14.1% |
| 6M | -5.8% | +2.0% | -7.8% | -6.3% |
| YTD | +2.4% | +3.4% | -1.0% | +1.6% |
| 1Y | -7.5% | +4.1% | -11.6% | -8.4% |
| 3Y | +20.9% | +14.3% | +6.5% | +16.8% |
| 5Y | -58.0% | +21.3% | -79.3% | -60.1% |
| 10Y | +28.9% | +28.5% | +0.4% | +19.9% |
| All | +55.0% | +28.6% | +26.3% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 all: compounded portfolio wealth divided by compounded USFR 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…
all analysis · Full analysis span regression · 6 months rolling