-17.4%
JD vs NTAP
+54.6%
-72.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.1% | -2.3% |
| 7D | -3.0% | +2.2% | -5.2% | -3.1% |
| 30D | -19.3% | -7.0% | -12.3% | -19.0% |
| 3M | -6.0% | +12.3% | -18.3% | -6.9% |
| 6M | +1.8% | +85.1% | -83.3% | -9.1% |
| YTD | -2.6% | +74.8% | -77.3% | -11.2% |
| 1Y | -17.4% | +52.7% | -70.1% | -18.5% |
| All | -17.4% | +54.6% | -72.0% | -18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling