+55.0%
JD vs NTAP
+581.6%
-526.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.1% | -6.6% | -3.7% |
| 7D | +7.9% | -5.0% | +12.9% | +9.2% |
| 30D | +4.8% | -25.8% | +30.5% | +13.5% |
| 3M | -13.9% | -6.9% | -7.0% | -13.7% |
| 6M | -5.8% | +50.0% | -55.8% | -21.2% |
| YTD | +2.4% | +66.9% | -64.5% | -18.1% |
| 1Y | -7.5% | +58.3% | -65.8% | -24.8% |
| 3Y | +20.9% | +145.1% | -124.3% | -19.8% |
| 5Y | -58.0% | +114.2% | -172.2% | -71.1% |
| 10Y | +28.9% | +576.6% | -547.7% | -44.9% |
| All | +55.0% | +581.6% | -526.6% | -37.2% |
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