+16.5%
JD vs NUE
+599.8%
-583.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.4% | -0.3% |
| 7D | -4.2% | -0.6% | -3.6% | -4.1% |
| 30D | -14.4% | -4.6% | -9.8% | -13.4% |
| 3M | -3.6% | -0.3% | -3.2% | -4.1% |
| 6M | -0.3% | +51.9% | -52.2% | -13.5% |
| YTD | -2.4% | +60.0% | -62.3% | -16.8% |
| 1Y | -18.5% | +82.9% | -101.4% | -33.7% |
| 3Y | -7.0% | +66.0% | -73.0% | -24.3% |
| 5Y | -61.7% | +149.0% | -210.7% | -73.6% |
| All | +16.5% | +599.8% | -583.3% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 10y: compounded portfolio wealth divided by compounded NUE 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…
10y analysis · Full analysis span regression · 6 months rolling