+19.8%
JD vs NOC
+188.4%
-168.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.1% |
| 7D | -0.8% | -2.7% | +1.9% | -0.4% |
| 30D | -16.0% | -8.9% | -7.2% | -15.0% |
| 3M | -3.2% | -3.7% | +0.5% | -2.8% |
| 6M | +6.1% | -30.8% | +36.9% | +11.0% |
| YTD | -0.1% | -7.9% | +7.8% | +0.6% |
| 1Y | -12.7% | -9.4% | -3.3% | -12.0% |
| 3Y | -6.3% | +29.0% | -35.3% | -10.7% |
| 5Y | -61.3% | +56.1% | -117.4% | -65.8% |
| All | +19.8% | +188.4% | -168.6% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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