+52.1%
JD vs NSC
+338.3%
-286.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.9% |
| 7D | +0.4% | -3.5% | +4.0% | +1.6% |
| 30D | +4.2% | +3.9% | +0.3% | +2.5% |
| 3M | -12.8% | -0.8% | -12.0% | -12.8% |
| 6M | -8.8% | +7.1% | -15.9% | -11.8% |
| YTD | +0.5% | +16.4% | -15.9% | -6.3% |
| 1Y | -8.8% | +16.9% | -25.7% | -15.1% |
| 3Y | +18.6% | +78.4% | -59.8% | -8.4% |
| 5Y | -62.2% | +33.1% | -95.4% | -67.9% |
| 10Y | +32.2% | +299.9% | -267.7% | -31.2% |
| All | +52.1% | +338.3% | -286.2% | -27.4% |
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