+499.2%
NOW vs JD
+31.9%
+467.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.8% |
| 7D | -3.0% | +13.4% | -16.4% | -6.1% |
| 30D | -26.0% | +7.7% | -33.7% | -27.5% |
| 3M | -13.1% | -11.3% | -1.8% | -10.7% |
| 6M | +14.5% | -5.1% | +19.7% | +15.3% |
| YTD | -33.4% | +5.0% | -38.5% | -35.0% |
| 1Y | -40.6% | -5.6% | -35.0% | -40.4% |
| 3Y | -16.3% | +17.8% | -34.1% | -26.8% |
| 5Y | -26.3% | -57.2% | +30.8% | -18.7% |
| All | +499.2% | +31.9% | +467.2% | +303.5% |
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