+147.0%
NOK vs JD
+17.9%
+129.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.5% | -4.1% | -2.7% |
| 7D | +5.4% | -4.1% | +9.5% | +5.9% |
| 30D | -14.1% | +4.6% | -18.8% | -14.8% |
| 3M | -23.6% | -4.7% | -18.8% | -23.2% |
| 6M | -45.1% | -17.4% | -27.8% | -43.7% |
| YTD | +24.7% | +0.7% | +24.0% | +23.4% |
| 1Y | +19.0% | -5.9% | +24.9% | +19.1% |
| 3Y | +147.0% | +18.9% | +128.1% | +125.1% |
| All | +147.0% | +17.9% | +129.1% | +125.1% |
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