+17.8%
JD vs NTAP
+135.3%
-117.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.8% | +1.7% |
| 7D | +13.4% | -15.1% | +28.4% | +15.2% |
| 30D | +7.7% | -28.1% | +35.8% | +11.5% |
| 3M | -11.3% | -11.4% | +0.2% | -10.8% |
| 6M | -5.1% | +52.2% | -57.4% | -14.2% |
| YTD | +5.0% | +60.4% | -55.4% | -6.5% |
| 1Y | -5.6% | +51.0% | -56.6% | -15.0% |
| 3Y | +17.8% | +135.6% | -117.8% | +0.5% |
| All | +17.8% | +135.3% | -117.5% | +0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling