-5.9%
JD vs NI
+8.7%
-14.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.6% |
| 7D | -4.1% | +4.3% | -8.4% | -3.8% |
| 30D | +4.6% | +12.4% | -7.8% | +5.5% |
| 3M | -4.7% | +10.2% | -14.9% | -3.9% |
| 6M | -17.4% | -0.8% | -16.5% | -16.6% |
| YTD | +0.7% | +13.2% | -12.5% | -1.6% |
| 1Y | -5.9% | +10.1% | -15.9% | -7.3% |
| All | -5.9% | +8.7% | -14.6% | -7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling