+253.2%
NEE vs JD
+14.7%
+238.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.0% | -1.2% |
| 7D | -0.5% | -3.0% | +2.4% | -0.3% |
| 30D | -1.7% | -19.3% | +17.6% | 0.0% |
| 3M | -1.8% | -6.0% | +4.2% | -1.5% |
| 6M | -8.8% | +1.8% | -10.6% | -9.2% |
| YTD | +5.2% | -2.6% | +7.8% | +5.1% |
| 1Y | +21.3% | -17.4% | +38.8% | +22.7% |
| 3Y | +35.2% | -8.6% | +43.8% | +33.2% |
| 5Y | +10.1% | -61.6% | +71.7% | +13.3% |
| 10Y | +253.2% | +16.9% | +236.4% | +228.2% |
| All | +253.2% | +14.7% | +238.5% | +228.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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