+146.9%
NEM vs JD
-58.0%
+204.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.8% |
| 7D | +13.4% | +13.4% | +0.1% | +11.8% |
| 30D | +6.5% | +7.7% | -1.2% | +5.6% |
| 3M | +14.9% | -11.3% | +26.2% | +16.4% |
| 6M | +5.5% | -5.1% | +10.7% | +5.9% |
| YTD | +21.9% | +5.0% | +16.8% | +21.0% |
| 1Y | +47.9% | -5.6% | +53.5% | +48.4% |
| 3Y | +238.2% | +17.8% | +220.4% | +226.0% |
| All | +146.9% | -58.0% | +204.9% | +143.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling