+80.5%
NOK vs JD
+48.3%
+32.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.3% |
| 7D | -1.8% | -1.7% | -0.1% | -1.5% |
| 30D | +4.7% | -13.2% | +17.9% | +7.1% |
| 3M | -39.7% | -3.2% | -36.5% | -39.5% |
| 6M | +23.1% | +15.2% | +7.8% | +19.2% |
| YTD | +55.0% | +2.0% | +53.0% | +53.4% |
| 1Y | +118.0% | -5.4% | +123.4% | +118.2% |
| 3Y | +170.5% | -9.1% | +179.6% | +163.0% |
| 5Y | +84.9% | -59.6% | +144.5% | +97.3% |
| 10Y | +112.0% | +26.2% | +85.7% | +66.9% |
| All | +80.5% | +48.3% | +32.2% | +41.2% |
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