-7.2%
JD vs NI
+70.0%
-77.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -1.9% | -2.3% |
| 7D | -3.0% | +1.3% | -4.2% | -3.2% |
| 30D | -19.3% | -0.3% | -19.1% | -19.3% |
| 3M | -6.0% | -9.5% | +3.4% | -4.2% |
| 6M | +1.8% | -10.2% | +12.0% | +3.9% |
| YTD | -2.6% | +1.8% | -4.3% | -4.0% |
| 1Y | -17.4% | +5.7% | -23.1% | -19.5% |
| All | -7.2% | +70.0% | -77.2% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling