+514.0%
NOW vs JD
+31.5%
+482.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.2% |
| 7D | +0.3% | -4.1% | +4.4% | +1.3% |
| 30D | -27.0% | +4.6% | -31.6% | -27.9% |
| 3M | -19.6% | -4.7% | -14.9% | -18.8% |
| 6M | +17.5% | -17.4% | +34.8% | +22.6% |
| YTD | -33.3% | +0.7% | -34.0% | -34.2% |
| 1Y | -39.8% | -5.9% | -34.0% | -39.6% |
| 3Y | -19.9% | +18.9% | -38.8% | -30.4% |
| 5Y | -26.1% | -62.9% | +36.9% | -14.3% |
| All | +514.0% | +31.5% | +482.5% | +312.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling