+18.9%
JD vs NDAQ
+117.7%
-98.8%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | -4.1% | +1.3% | -5.4% | -4.4% |
| 30D | +4.6% | +18.0% | -13.3% | -0.2% |
| 3M | -4.7% | +11.5% | -16.3% | -7.7% |
| 6M | -17.4% | +21.1% | -38.4% | -22.2% |
| YTD | +0.7% | +12.8% | -12.1% | -3.0% |
| 1Y | -5.9% | +25.7% | -31.6% | -13.1% |
| 3Y | +18.9% | +116.8% | -97.9% | -16.6% |
| All | +18.9% | +117.7% | -98.8% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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