+322.4%
NET vs JD
+11.2%
+311.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.6% | -2.9% |
| 7D | -16.4% | +9.0% | -25.3% | -17.2% |
| 30D | -25.8% | +5.2% | -31.0% | -26.3% |
| 3M | -11.5% | -15.9% | +4.4% | -9.7% |
| 6M | +18.9% | -7.7% | +26.6% | +19.6% |
| YTD | +35.2% | +0.1% | +35.2% | +33.8% |
| 1Y | +14.5% | -9.7% | +24.2% | +15.1% |
| All | +322.4% | +11.2% | +311.2% | +326.1% |
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