+564.2%
NEM vs JD
+48.6%
+515.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -3.9% | -4.1% |
| 7D | +11.6% | +5.2% | +6.4% | +11.1% |
| 30D | +1.8% | +4.5% | -2.7% | +1.4% |
| 3M | +2.5% | -15.4% | +17.9% | +4.1% |
| 6M | +3.4% | -6.0% | +9.5% | +3.8% |
| YTD | +20.9% | +2.2% | +18.8% | +20.5% |
| 1Y | +37.2% | -6.7% | +43.8% | +37.8% |
| 3Y | +271.6% | +20.5% | +251.1% | +259.7% |
| 5Y | +136.6% | -58.4% | +195.1% | +141.5% |
| 10Y | +342.6% | +32.5% | +310.2% | +316.2% |
| All | +564.2% | +48.6% | +515.6% | +555.7% |
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