-9.4%
JD vs NVD
-98.6%
+89.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +9.0% | -10.3% | -0.6% |
| 7D | -4.0% | +17.0% | -21.0% | -2.6% |
| 30D | +2.7% | +77.3% | -74.6% | +8.1% |
| 3M | -13.0% | +61.6% | -74.7% | -8.9% |
| 6M | -12.7% | +40.7% | -53.4% | -8.9% |
| YTD | -0.8% | -10.5% | +9.7% | +0.3% |
| 1Y | -8.9% | -6.1% | -2.8% | -7.3% |
| 3Y | +17.0% | -98.4% | +115.5% | -14.0% |
| All | -9.4% | -98.6% | +89.2% | -34.8% |
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