-41.6%
JD vs NXT
+246.1%
-287.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.3% | -3.7% | +1.0% |
| 7D | +13.4% | +32.2% | -18.9% | +9.5% |
| 30D | +7.7% | +21.9% | -14.2% | +4.9% |
| 3M | -11.3% | +6.6% | -17.9% | -12.4% |
| 6M | -5.1% | -16.8% | +11.6% | -4.5% |
| YTD | +5.0% | +20.4% | -15.4% | -0.3% |
| 1Y | -5.6% | -1.5% | -4.1% | -8.2% |
| 3Y | +17.8% | +182.4% | -164.6% | -6.9% |
| All | -41.6% | +246.1% | -287.7% | -57.0% |
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