-7.2%
JD vs NTR
+40.7%
-48.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -3.0% | +0.5% | -3.5% | -3.2% |
| 30D | -19.3% | +21.7% | -41.1% | -24.7% |
| 3M | -6.0% | +22.8% | -28.8% | -12.8% |
| 6M | +1.8% | +8.2% | -6.4% | -2.4% |
| YTD | -2.6% | +32.9% | -35.5% | -15.1% |
| 1Y | -17.4% | +45.3% | -62.8% | -31.8% |
| All | -7.2% | +40.7% | -48.0% | -29.2% |
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