-57.1%
JD vs NDAQ
+60.8%
-117.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.4% | +1.5% |
| 7D | +13.4% | +0.8% | +12.5% | +12.9% |
| 30D | +7.7% | +16.5% | -8.8% | +0.4% |
| 3M | -11.3% | +13.5% | -24.8% | -16.5% |
| 6M | -5.1% | +20.9% | -26.1% | -13.8% |
| YTD | +5.0% | +11.4% | -6.4% | -1.3% |
| 1Y | -5.6% | +25.9% | -31.6% | -17.1% |
| 3Y | +17.8% | +119.9% | -102.1% | -28.0% |
| All | -57.1% | +60.8% | -117.9% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling