+609.2%
NEM vs JD
+48.3%
+560.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.0% |
| 7D | +0.3% | -1.7% | +2.0% | +0.4% |
| 30D | +23.1% | -13.2% | +36.2% | +24.7% |
| 3M | +18.5% | -3.2% | +21.7% | +18.8% |
| 6M | +7.8% | +15.2% | -7.4% | +6.3% |
| YTD | +29.1% | +2.0% | +27.1% | +28.7% |
| 1Y | +72.7% | -5.4% | +78.0% | +73.1% |
| 3Y | +248.7% | -9.1% | +257.8% | +244.9% |
| 5Y | +148.7% | -59.6% | +208.3% | +154.2% |
| 10Y | +304.8% | +26.2% | +278.5% | +280.9% |
| All | +609.2% | +48.3% | +560.9% | +600.4% |
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