+16.9%
JD vs NSC
+324.0%
-307.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.0% | -1.9% |
| 7D | -3.0% | -2.0% | -0.9% | -2.2% |
| 30D | -19.3% | -3.2% | -16.1% | -18.4% |
| 3M | -6.0% | +3.9% | -9.9% | -7.7% |
| 6M | +1.8% | +7.8% | -6.0% | -1.7% |
| YTD | -2.6% | +13.4% | -16.0% | -8.0% |
| 1Y | -17.4% | +20.3% | -37.8% | -23.9% |
| 3Y | -8.6% | +76.1% | -84.7% | -29.0% |
| 5Y | -61.6% | +45.0% | -106.6% | -68.4% |
| 10Y | +16.9% | +335.7% | -318.9% | -33.1% |
| All | +16.9% | +324.0% | -307.1% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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