+54.3%
JD vs NI
+319.2%
-264.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.0% |
| 7D | -1.7% | +2.0% | -3.7% | -2.0% |
| 30D | -13.2% | -3.5% | -9.6% | -12.6% |
| 3M | -3.2% | -9.1% | +5.9% | -1.7% |
| 6M | +15.2% | -11.8% | +27.1% | +17.6% |
| YTD | +2.0% | +1.1% | +0.9% | +1.4% |
| 1Y | -5.4% | +6.7% | -12.1% | -6.9% |
| 3Y | -9.1% | +71.1% | -80.2% | -18.5% |
| 5Y | -59.6% | +94.3% | -153.9% | -64.9% |
| 10Y | +26.2% | +135.8% | -109.5% | +3.4% |
| All | +54.3% | +319.2% | -264.9% | +30.0% |
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