-25.5%
JD vs NTR
+100.5%
-126.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.4% | +2.3% |
| 7D | -1.7% | +8.1% | -9.8% | -4.0% |
| 30D | -13.2% | +18.8% | -31.9% | -17.7% |
| 3M | -3.2% | +16.2% | -19.4% | -7.8% |
| 6M | +15.2% | +9.8% | +5.5% | +10.7% |
| YTD | +2.0% | +30.9% | -28.9% | -7.8% |
| 1Y | -5.4% | +41.8% | -47.1% | -17.0% |
| 3Y | -9.1% | +35.8% | -44.9% | -20.5% |
| 5Y | -59.6% | +51.0% | -110.7% | -68.5% |
| All | -25.5% | +100.5% | -126.0% | -45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling