-44.0%
JD vs NXT
+213.5%
-257.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.3% |
| 7D | -4.1% | -9.4% | +5.3% | -3.0% |
| 30D | +4.6% | +15.1% | -10.5% | +2.6% |
| 3M | -4.7% | -9.1% | +4.4% | -4.2% |
| 6M | -17.4% | -30.3% | +13.0% | -14.9% |
| YTD | +0.7% | +9.1% | -8.4% | -3.3% |
| 1Y | -5.9% | +7.9% | -13.8% | -9.7% |
| 3Y | +18.9% | +176.5% | -157.6% | -6.4% |
| All | -44.0% | +213.5% | -257.5% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling