-18.5%
JD vs NTRS
+51.4%
-69.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | 0.0% |
| 7D | -4.2% | +1.4% | -5.6% | -4.5% |
| 30D | -14.4% | -0.7% | -13.7% | -14.3% |
| 3M | -3.6% | +11.3% | -14.9% | -5.7% |
| 6M | -0.3% | +35.5% | -35.8% | -7.6% |
| YTD | -2.4% | +40.6% | -42.9% | -11.2% |
| 1Y | -18.5% | +49.2% | -67.7% | -27.5% |
| All | -18.5% | +51.4% | -69.9% | -27.5% |
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