+327.1%
NET vs JD
-8.1%
+335.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.8% | -2.3% |
| 7D | -7.0% | -1.7% | -5.3% | -6.7% |
| 30D | -4.8% | -13.2% | +8.4% | -2.8% |
| 3M | +3.8% | -3.2% | +7.0% | +4.0% |
| 6M | +50.0% | +15.2% | +34.8% | +44.6% |
| YTD | +41.5% | +2.0% | +39.5% | +39.5% |
| 1Y | +32.8% | -5.4% | +38.2% | +32.7% |
| All | +327.1% | -8.1% | +335.1% | +369.5% |
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 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