+54.3%
JD vs NDAQ
+875.5%
-821.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.7% | +2.8% |
| 7D | -1.7% | -2.4% | +0.8% | -0.5% |
| 30D | -13.2% | +2.5% | -15.6% | -14.4% |
| 3M | -3.2% | +9.9% | -13.1% | -8.3% |
| 6M | +15.2% | +9.4% | +5.8% | +8.7% |
| YTD | +2.0% | +0.4% | +1.6% | -0.1% |
| 1Y | -5.4% | +4.0% | -9.4% | -9.3% |
| 3Y | -9.1% | +94.4% | -103.5% | -39.8% |
| 5Y | -59.6% | +56.7% | -116.3% | -70.3% |
| 10Y | +26.2% | +375.3% | -349.1% | -51.2% |
| All | +54.3% | +875.5% | -821.2% | -64.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling