+16.9%
JD vs NTAP
+581.2%
-564.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.1% | -1.7% |
| 7D | -3.0% | +2.2% | -5.2% | -3.7% |
| 30D | -19.3% | -7.0% | -12.3% | -17.7% |
| 3M | -6.0% | +12.3% | -18.3% | -10.1% |
| 6M | +1.8% | +85.1% | -83.3% | -19.5% |
| YTD | -2.6% | +74.8% | -77.3% | -21.7% |
| 1Y | -17.4% | +52.7% | -70.1% | -30.5% |
| 3Y | -8.6% | +147.7% | -156.3% | -38.4% |
| 5Y | -61.6% | +124.8% | -186.4% | -73.5% |
| 10Y | +16.9% | +589.7% | -572.9% | -46.1% |
| All | +16.9% | +581.2% | -564.3% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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