+50.1%
JD vs NI
+367.1%
-317.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.4% |
| 7D | -4.0% | +3.1% | -7.1% | -4.5% |
| 30D | +2.7% | +11.2% | -8.5% | +0.7% |
| 3M | -13.0% | +9.8% | -22.9% | -14.5% |
| 6M | -12.7% | -1.6% | -11.1% | -12.6% |
| YTD | -0.8% | +12.6% | -13.4% | -3.3% |
| 1Y | -8.9% | +7.8% | -16.7% | -10.5% |
| 3Y | +17.0% | +100.5% | -83.5% | +2.0% |
| 5Y | -63.5% | +114.4% | -177.9% | -68.8% |
| 10Y | +30.5% | +193.9% | -163.4% | +2.7% |
| All | +50.1% | +367.1% | -317.0% | +24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling