-6.7%
JD vs NXT
-8.4%
+1.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.6% | +0.1% |
| 7D | +5.2% | +4.0% | +1.2% | +4.8% |
| 30D | +4.5% | +15.9% | -11.4% | +3.1% |
| 3M | -15.4% | -3.0% | -12.4% | -15.5% |
| 6M | -6.0% | -20.7% | +14.7% | -5.0% |
| YTD | +2.2% | +14.6% | -12.4% | -2.1% |
| 1Y | -6.7% | -7.1% | +0.4% | -10.6% |
| All | -6.7% | -8.4% | +1.7% | -10.6% |
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