-44.1%
JD vs NXT
+231.9%
-276.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.7% |
| 7D | +0.4% | -5.7% | +6.2% | +1.0% |
| 30D | +4.2% | +18.5% | -14.3% | +1.8% |
| 3M | -12.8% | -4.1% | -8.7% | -12.8% |
| 6M | -8.8% | -20.3% | +11.6% | -7.6% |
| YTD | +0.5% | +15.5% | -15.0% | -4.2% |
| 1Y | -8.8% | -5.0% | -3.8% | -10.9% |
| 3Y | +18.6% | +191.6% | -173.1% | -7.2% |
| All | -44.1% | +231.9% | -276.0% | -58.7% |
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