-6.7%
JD vs NOC
-1.3%
-5.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.3% |
| 7D | +5.2% | -0.3% | +5.5% | +5.2% |
| 30D | +4.5% | +14.1% | -9.6% | +3.1% |
| 3M | -15.4% | -4.6% | -10.8% | -14.7% |
| 6M | -6.0% | +0.7% | -6.8% | -6.2% |
| YTD | +2.2% | -2.6% | +4.8% | +0.3% |
| 1Y | -6.7% | -1.0% | -5.7% | -8.5% |
| All | -6.7% | -1.3% | -5.4% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling