-61.3%
JD vs NTAP
+135.7%
-197.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.6% |
| 7D | -0.8% | +3.3% | -4.0% | -1.7% |
| 30D | -16.0% | -0.2% | -15.8% | -16.2% |
| 3M | -3.2% | +11.4% | -14.6% | -6.8% |
| 6M | +6.1% | +88.7% | -82.6% | -16.2% |
| YTD | -0.1% | +78.9% | -79.0% | -19.9% |
| 1Y | -12.7% | +58.8% | -71.6% | -26.9% |
| 3Y | -6.3% | +153.5% | -159.8% | -40.6% |
| 5Y | -61.3% | +136.7% | -198.1% | -74.9% |
| All | -61.3% | +135.7% | -197.0% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling