+32.5%
JD vs NTAP
+575.4%
-543.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +5.2% | -7.8% | +13.0% | +7.3% |
| 30D | +4.5% | -25.8% | +30.3% | +13.0% |
| 3M | -15.4% | -11.2% | -4.2% | -13.9% |
| 6M | -6.0% | +49.9% | -56.0% | -21.2% |
| YTD | +2.2% | +66.9% | -64.7% | -18.2% |
| 1Y | -6.7% | +58.8% | -65.5% | -24.0% |
| 3Y | +20.5% | +140.8% | -120.3% | -19.6% |
| 5Y | -58.4% | +115.0% | -173.4% | -71.5% |
| 10Y | +32.5% | +570.8% | -538.3% | -37.6% |
| All | +32.5% | +575.4% | -543.0% | -37.6% |
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