+1,449.6%
NET vs JD
+1.9%
+1,447.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.8% | -2.6% |
| 7D | -7.0% | -1.7% | -5.3% | -6.4% |
| 30D | -4.8% | -13.2% | +8.4% | -0.3% |
| 3M | +3.8% | -3.2% | +7.0% | +4.3% |
| 6M | +50.0% | +15.2% | +34.8% | +39.8% |
| YTD | +41.5% | +2.0% | +39.5% | +37.6% |
| 1Y | +32.8% | -5.4% | +38.2% | +32.3% |
| 3Y | +335.9% | -9.1% | +345.0% | +303.0% |
| 5Y | +113.8% | -59.6% | +173.4% | +163.3% |
| All | +1,449.6% | +1.9% | +1,447.7% | +1,107.0% |
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