+396.6%
NEE vs JD
+48.6%
+348.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.7% |
| 7D | +2.3% | +5.2% | -2.9% | +1.9% |
| 30D | +11.5% | +4.5% | +7.0% | +11.1% |
| 3M | +2.6% | -15.4% | +18.0% | +3.8% |
| 6M | -6.0% | -6.0% | +0.1% | -5.7% |
| YTD | +9.8% | +2.2% | +7.6% | +9.3% |
| 1Y | +4.7% | -6.7% | +11.4% | +4.9% |
| 3Y | +71.0% | +20.5% | +50.5% | +65.6% |
| 5Y | +15.8% | -58.4% | +74.3% | +17.9% |
| 10Y | +287.3% | +32.5% | +254.8% | +263.6% |
| All | +396.6% | +48.6% | +348.1% | +369.1% |
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