-12.7%
JD vs NXT
+20.2%
-33.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.1% |
| 7D | -0.8% | +2.9% | -3.7% | -1.0% |
| 30D | -16.0% | -17.2% | +1.2% | -14.8% |
| 3M | -3.2% | -32.0% | +28.8% | +0.1% |
| 6M | +6.1% | -15.8% | +21.8% | +5.4% |
| YTD | -0.1% | -1.9% | +1.8% | -2.8% |
| 1Y | -12.7% | +22.5% | -35.2% | -17.3% |
| All | -12.7% | +20.2% | -33.0% | -17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling