+54.6%
JD vs NSC
+334.7%
-280.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.9% | -0.5% |
| 7D | +5.2% | -3.4% | +8.6% | +6.4% |
| 30D | +4.5% | +3.6% | +0.9% | +2.9% |
| 3M | -15.4% | -1.4% | -14.0% | -15.3% |
| 6M | -6.0% | +6.0% | -12.0% | -8.8% |
| YTD | +2.2% | +15.5% | -13.3% | -4.5% |
| 1Y | -6.7% | +16.2% | -22.9% | -13.0% |
| 3Y | +20.5% | +76.9% | -56.4% | -6.6% |
| 5Y | -58.4% | +29.3% | -87.8% | -64.2% |
| 10Y | +32.5% | +298.3% | -265.8% | -30.9% |
| All | +54.6% | +334.7% | -280.1% | -26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling