-28.7%
JD vs NTR
+98.7%
-127.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.5% | +0.8% |
| 7D | -2.6% | -2.5% | -0.1% | -1.9% |
| 30D | -15.4% | +17.0% | -32.4% | -19.4% |
| 3M | -5.0% | +22.2% | -27.2% | -10.9% |
| 6M | +0.9% | +5.2% | -4.3% | -1.8% |
| YTD | -2.5% | +29.7% | -32.2% | -11.6% |
| 1Y | -16.0% | +39.4% | -55.4% | -26.0% |
| 3Y | -8.5% | +38.2% | -46.7% | -20.4% |
| 5Y | -61.8% | +47.6% | -109.4% | -69.9% |
| All | -28.7% | +98.7% | -127.4% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling