-5.9%
JD vs NTR
+21.2%
-27.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -4.1% | -0.3% | -3.8% | -4.1% |
| 30D | +4.6% | +2.0% | +2.6% | +4.5% |
| 3M | -4.7% | +6.4% | -11.1% | -5.2% |
| 6M | -17.4% | +1.6% | -19.0% | -18.1% |
| YTD | +0.7% | +18.2% | -17.5% | -1.0% |
| 1Y | -5.9% | +23.9% | -29.8% | -8.0% |
| All | -5.9% | +21.2% | -27.1% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling