+238.2%
NEM vs JD
+16.8%
+221.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.7% |
| 7D | +13.4% | +13.4% | +0.1% | +11.3% |
| 30D | +6.5% | +7.7% | -1.2% | +5.3% |
| 3M | +14.9% | -11.3% | +26.2% | +16.9% |
| 6M | +5.5% | -5.1% | +10.7% | +6.0% |
| YTD | +21.9% | +5.0% | +16.8% | +20.6% |
| 1Y | +47.9% | -5.6% | +53.5% | +48.3% |
| 3Y | +238.2% | +17.8% | +220.4% | +225.8% |
| All | +238.2% | +16.8% | +221.4% | +225.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling