-7.5%
NEE vs JD
-2.2%
-5.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.5% |
| 7D | +3.9% | +13.4% | -9.5% | +3.5% |
| 30D | +12.8% | +7.7% | +5.1% | +12.4% |
| 3M | +3.6% | -11.3% | +14.8% | +3.4% |
| 6M | -7.5% | -5.1% | -2.3% | -6.6% |
| All | -7.5% | -2.2% | -5.2% | -6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling