-44.4%
JD vs NXT
+181.9%
-226.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.2% |
| 7D | -0.8% | +2.9% | -3.7% | -1.1% |
| 30D | -16.0% | -17.2% | +1.2% | -14.2% |
| 3M | -3.2% | -32.0% | +28.8% | +0.9% |
| 6M | +6.1% | -15.8% | +21.8% | +6.2% |
| YTD | -0.1% | -1.9% | +1.8% | -2.4% |
| 1Y | -12.7% | +22.5% | -35.2% | -18.0% |
| 3Y | -6.3% | +100.5% | -106.8% | -22.1% |
| All | -44.4% | +181.9% | -226.3% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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