+17.8%
JD vs NOC
+16.8%
+1.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.6% |
| 7D | +13.4% | -5.8% | +19.2% | +13.9% |
| 30D | +7.7% | +10.9% | -3.2% | +6.5% |
| 3M | -11.3% | -7.1% | -4.2% | -10.7% |
| 6M | -5.1% | -5.3% | +0.2% | -4.8% |
| YTD | +5.0% | -6.8% | +11.8% | +5.3% |
| 1Y | -5.6% | -6.7% | +1.1% | -5.4% |
| 3Y | +17.8% | +17.2% | +0.6% | +11.9% |
| All | +17.8% | +16.8% | +1.0% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling