+101.3%
NOK vs JD
-61.6%
+162.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.1% | +8.2% | +6.5% |
| 7D | +7.3% | -0.8% | +8.0% | +7.4% |
| 30D | +13.8% | -16.0% | +29.8% | +17.0% |
| 3M | -27.0% | -3.2% | -23.8% | -26.9% |
| 6M | +37.6% | +6.1% | +31.5% | +35.4% |
| YTD | +64.6% | -0.1% | +64.7% | +63.4% |
| 1Y | +132.0% | -12.7% | +144.8% | +135.4% |
| 3Y | +183.7% | -6.3% | +190.0% | +174.0% |
| 5Y | +101.3% | -61.3% | +162.6% | +121.0% |
| All | +101.3% | -61.6% | +162.9% | +121.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling