+319.4%
NEM vs JD
+14.7%
+304.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.7% | +1.5% |
| 7D | +3.1% | -3.0% | +6.0% | +3.4% |
| 30D | +10.0% | -19.3% | +29.3% | +12.6% |
| 3M | +30.9% | -6.0% | +36.9% | +31.6% |
| 6M | +10.5% | +1.8% | +8.7% | +10.2% |
| YTD | +29.7% | -2.6% | +32.3% | +29.9% |
| 1Y | +71.1% | -17.4% | +88.6% | +74.0% |
| 3Y | +252.1% | -8.6% | +260.7% | +247.4% |
| 5Y | +157.7% | -61.6% | +219.3% | +166.7% |
| 10Y | +319.4% | +16.9% | +302.5% | +258.0% |
| All | +319.4% | +14.7% | +304.6% | +258.0% |
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