-11.0%
JD vs NVD
-99.2%
+88.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.3% | -2.3% |
| 7D | -3.0% | +0.5% | -3.5% | -2.9% |
| 30D | -19.3% | -9.3% | -10.0% | -19.8% |
| 3M | -6.0% | -22.1% | +16.1% | -7.5% |
| 6M | +1.8% | -45.8% | +47.6% | -2.2% |
| YTD | -2.6% | -46.7% | +44.1% | -6.1% |
| 1Y | -17.4% | -59.5% | +42.0% | -21.7% |
| 3Y | -8.6% | -99.2% | +90.6% | -37.2% |
| All | -11.0% | -99.2% | +88.1% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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