+34.4%
JD vs NI
+197.8%
-163.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.4% |
| 7D | -4.1% | +4.3% | -8.4% | -4.8% |
| 30D | +4.6% | +12.4% | -7.8% | +2.5% |
| 3M | -4.7% | +10.2% | -14.9% | -6.4% |
| 6M | -17.4% | -0.8% | -16.5% | -17.4% |
| YTD | +0.7% | +13.2% | -12.5% | -1.8% |
| 1Y | -5.9% | +10.1% | -15.9% | -7.8% |
| 3Y | +18.9% | +103.1% | -84.2% | +3.6% |
| 5Y | -62.9% | +115.5% | -178.5% | -68.3% |
| All | +34.4% | +197.8% | -163.5% | +8.8% |
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