-5.4%
JD vs NTRS
+46.5%
-51.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -13.2% | +1.2% | -14.4% | -13.4% |
| 3M | -3.2% | +8.3% | -11.5% | -5.0% |
| 6M | +15.2% | +30.0% | -14.7% | +7.4% |
| YTD | +2.0% | +38.0% | -36.1% | -7.6% |
| 1Y | -5.4% | +47.4% | -52.8% | -15.7% |
| All | -5.4% | +46.5% | -51.9% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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