+54.3%
JD vs NOC
+436.1%
-381.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.4% | +2.3% |
| 7D | -1.7% | -5.2% | +3.5% | -0.7% |
| 30D | -13.2% | -7.2% | -6.0% | -12.0% |
| 3M | -3.2% | -5.1% | +1.9% | -2.4% |
| 6M | +15.2% | -31.1% | +46.3% | +22.9% |
| YTD | +2.0% | -8.6% | +10.6% | +3.0% |
| 1Y | -5.4% | -9.7% | +4.4% | -4.3% |
| 3Y | -9.1% | +24.3% | -33.4% | -14.7% |
| 5Y | -59.6% | +52.6% | -112.2% | -65.5% |
| 10Y | +26.2% | +183.6% | -157.4% | -24.3% |
| All | +54.3% | +436.1% | -381.7% | -31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling