-4.9%
JD vs NUE
+59.8%
-64.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.6% |
| 7D | -0.8% | +1.8% | -2.6% | -1.2% |
| 30D | -16.0% | -6.0% | -10.1% | -14.9% |
| 3M | -3.2% | +1.4% | -4.6% | -4.0% |
| 6M | +6.1% | +52.8% | -46.8% | -6.4% |
| YTD | -0.1% | +58.1% | -58.2% | -12.8% |
| 1Y | -12.7% | +80.4% | -93.2% | -26.8% |
| All | -4.9% | +59.8% | -64.7% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling