+400.5%
NEE vs JD
+52.8%
+347.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.6% |
| 7D | +3.9% | +13.4% | -9.5% | +2.9% |
| 30D | +12.8% | +7.7% | +5.1% | +12.2% |
| 3M | +3.6% | -11.3% | +14.8% | +4.4% |
| 6M | -7.5% | -5.1% | -2.3% | -7.3% |
| YTD | +10.7% | +5.0% | +5.6% | +9.9% |
| 1Y | +9.1% | -5.6% | +14.7% | +9.2% |
| 3Y | +61.0% | +17.8% | +43.2% | +56.1% |
| 5Y | +16.3% | -57.2% | +73.5% | +18.1% |
| 10Y | +264.6% | +34.8% | +229.8% | +241.8% |
| All | +400.5% | +52.8% | +347.8% | +371.9% |
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