-57.1%
JD vs NOC
+56.0%
-113.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.6% |
| 7D | +13.4% | -5.8% | +19.2% | +13.2% |
| 30D | +7.7% | +10.9% | -3.2% | +8.0% |
| 3M | -11.3% | -7.1% | -4.2% | -11.4% |
| 6M | -5.1% | -5.3% | +0.2% | -5.3% |
| YTD | +5.0% | -6.8% | +11.8% | +5.2% |
| 1Y | -5.6% | -6.7% | +1.1% | -5.5% |
| 3Y | +17.8% | +17.2% | +0.6% | +20.9% |
| All | -57.1% | +56.0% | -113.1% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling