-7.2%
JD vs NTRS
+165.3%
-172.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.3% |
| 7D | -2.6% | +0.3% | -2.9% | -2.7% |
| 30D | -15.4% | +0.2% | -15.5% | -15.4% |
| 3M | -5.0% | +13.2% | -18.2% | -8.3% |
| 6M | +0.9% | +36.9% | -36.0% | -7.8% |
| YTD | -2.5% | +39.1% | -41.6% | -11.6% |
| 1Y | -16.0% | +50.4% | -66.5% | -25.6% |
| All | -7.2% | +165.3% | -172.5% | -36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling