+380.3%
NEE vs JD
+48.3%
+332.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.9% |
| 7D | +1.9% | -1.7% | +3.6% | +2.1% |
| 30D | -2.2% | -13.2% | +11.0% | -1.2% |
| 3M | -1.2% | -3.2% | +2.0% | -1.1% |
| 6M | -8.6% | +15.2% | -23.8% | -9.7% |
| YTD | +6.2% | +2.0% | +4.2% | +5.7% |
| 1Y | +21.1% | -5.4% | +26.5% | +21.1% |
| 3Y | +36.4% | -9.1% | +45.5% | +34.6% |
| 5Y | +11.4% | -59.6% | +71.0% | +13.6% |
| 10Y | +250.0% | +26.2% | +223.7% | +229.3% |
| All | +380.3% | +48.3% | +332.0% | +353.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling