+54.3%
JD vs NTAP
+616.9%
-562.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | -1.7% | -0.8% | -0.9% | -1.4% |
| 30D | -13.2% | -0.5% | -12.6% | -13.2% |
| 3M | -3.2% | +4.1% | -7.3% | -5.3% |
| 6M | +15.2% | +88.0% | -72.7% | -9.6% |
| YTD | +2.0% | +75.6% | -73.6% | -18.4% |
| 1Y | -5.4% | +58.9% | -64.3% | -21.6% |
| 3Y | -9.1% | +153.6% | -162.7% | -39.3% |
| 5Y | -59.6% | +127.6% | -187.3% | -72.3% |
| 10Y | +26.2% | +580.4% | -554.1% | -45.2% |
| All | +54.3% | +616.9% | -562.5% | -37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling