+32.3%
JD vs NTAP
+600.9%
-568.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.8% |
| 7D | -4.0% | +9.9% | -13.9% | -6.7% |
| 30D | +2.7% | -22.1% | +24.8% | +9.5% |
| 3M | -13.0% | -7.7% | -5.3% | -12.5% |
| 6M | -12.7% | +60.9% | -73.6% | -28.4% |
| YTD | -0.8% | +76.4% | -77.2% | -21.9% |
| 1Y | -8.9% | +69.3% | -78.2% | -27.3% |
| 3Y | +17.0% | +154.6% | -137.6% | -23.3% |
| 5Y | -63.5% | +131.4% | -194.9% | -75.5% |
| All | +32.3% | +600.9% | -568.5% | -40.3% |
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