+17.1%
JD vs NTR
+47.6%
-30.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | -4.0% | -1.4% | -2.6% | -3.6% |
| 30D | +2.7% | +2.2% | +0.4% | +1.9% |
| 3M | -13.0% | +6.8% | -19.9% | -15.5% |
| 6M | -12.7% | +0.6% | -13.3% | -13.7% |
| YTD | -0.8% | +18.2% | -19.0% | -10.9% |
| 1Y | -8.9% | +21.3% | -30.2% | -19.5% |
| All | +17.1% | +47.6% | -30.5% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling