-8.2%
JD vs NVD
-98.7%
+90.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.8% | +4.2% | -2.1% |
| 7D | +0.4% | +27.3% | -26.9% | +2.6% |
| 30D | +4.2% | +59.9% | -55.7% | +8.7% |
| 3M | -12.8% | +39.4% | -52.2% | -9.8% |
| 6M | -8.8% | +27.6% | -36.4% | -5.6% |
| YTD | +0.5% | -17.9% | +18.4% | +0.8% |
| 1Y | -8.8% | -14.5% | +5.7% | -7.9% |
| 3Y | +18.6% | -98.6% | +117.1% | -13.5% |
| All | -8.2% | -98.7% | +90.5% | -34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling