+344.1%
NEM vs JD
+31.5%
+312.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.3% |
| 7D | -6.4% | -4.1% | -2.3% | -6.0% |
| 30D | +1.4% | +4.6% | -3.2% | +0.9% |
| 3M | -0.7% | -4.7% | +4.0% | -0.2% |
| 6M | -4.5% | -17.4% | +12.9% | -2.6% |
| YTD | +14.0% | +0.7% | +13.3% | +13.7% |
| 1Y | +27.3% | -5.9% | +33.2% | +27.8% |
| 3Y | +250.5% | +18.9% | +231.6% | +236.9% |
| 5Y | +121.1% | -62.9% | +184.0% | +130.3% |
| All | +344.1% | +31.5% | +312.6% | +258.6% |
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 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