+16.5%
JD vs NI
+143.3%
-126.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | -4.2% | 0.0% | -4.3% | -4.3% |
| 30D | -14.4% | -1.4% | -13.0% | -14.2% |
| 3M | -3.6% | -10.6% | +7.0% | -1.8% |
| 6M | -0.3% | -9.3% | +9.0% | +1.2% |
| YTD | -2.4% | +1.1% | -3.5% | -2.9% |
| 1Y | -18.5% | +3.4% | -21.9% | -19.4% |
| 3Y | -7.0% | +67.9% | -74.9% | -16.2% |
| 5Y | -61.7% | +98.0% | -159.7% | -66.8% |
| All | +16.5% | +143.3% | -126.7% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 10y: compounded portfolio wealth divided by compounded NI 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…
10y analysis · Full analysis span regression · 6 months rolling