-62.9%
JD vs NTR
+19.8%
-82.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | -4.0% | -1.4% | -2.6% | -3.7% |
| 30D | +2.7% | +2.2% | +0.4% | +2.1% |
| 3M | -13.0% | +6.8% | -19.9% | -14.8% |
| 6M | -12.7% | +0.6% | -13.3% | -13.4% |
| YTD | -0.8% | +18.2% | -19.0% | -6.8% |
| 1Y | -8.9% | +21.3% | -30.2% | -15.2% |
| 3Y | +17.0% | +46.6% | -29.6% | +2.0% |
| All | -62.9% | +19.8% | -82.7% | -69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling