+55.0%
JD vs NDAQ
+996.2%
-941.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -3.1% |
| 7D | +7.9% | -0.1% | +8.0% | +7.9% |
| 30D | +4.8% | +15.9% | -11.1% | -3.0% |
| 3M | -13.9% | +15.1% | -29.0% | -20.2% |
| 6M | -5.8% | +22.9% | -28.7% | -16.2% |
| YTD | +2.4% | +12.8% | -10.4% | -5.7% |
| 1Y | -7.5% | +26.0% | -33.6% | -19.9% |
| 3Y | +20.9% | +119.7% | -98.8% | -24.7% |
| 5Y | -58.0% | +65.4% | -123.4% | -69.9% |
| 10Y | +28.9% | +469.3% | -440.4% | -54.9% |
| All | +55.0% | +996.2% | -941.2% | -66.3% |
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