+47.4%
JD vs NTRS
+325.3%
-277.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.4% |
| 7D | -3.0% | +0.9% | -3.8% | -3.3% |
| 30D | -19.3% | -1.2% | -18.1% | -19.0% |
| 3M | -6.0% | +8.8% | -14.8% | -9.4% |
| 6M | +1.8% | +34.7% | -32.9% | -10.3% |
| YTD | -2.6% | +37.2% | -39.8% | -15.1% |
| 1Y | -17.4% | +46.3% | -63.8% | -30.0% |
| 3Y | -8.6% | +163.2% | -171.8% | -41.1% |
| 5Y | -61.6% | +86.9% | -148.5% | -71.9% |
| 10Y | +16.9% | +250.9% | -234.1% | -41.0% |
| All | +47.4% | +325.3% | -277.8% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling