+54.3%
JD vs NSC
+335.0%
-280.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | -1.7% | -5.5% | +3.8% | +0.4% |
| 30D | -13.2% | -3.2% | -9.9% | -12.2% |
| 3M | -3.2% | +7.7% | -10.9% | -6.2% |
| 6M | +15.2% | +4.5% | +10.7% | +12.4% |
| YTD | +2.0% | +15.6% | -13.6% | -4.4% |
| 1Y | -5.4% | +19.8% | -25.2% | -12.6% |
| 3Y | -9.1% | +70.1% | -79.2% | -28.4% |
| 5Y | -59.6% | +46.1% | -105.7% | -66.9% |
| 10Y | +26.2% | +328.1% | -301.8% | -35.9% |
| All | +54.3% | +335.0% | -280.6% | -25.9% |
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