-26.4%
NOW vs JD
-58.0%
+31.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.7% |
| 7D | -3.0% | +13.4% | -16.4% | -5.1% |
| 30D | -26.0% | +7.7% | -33.7% | -27.1% |
| 3M | -13.1% | -11.3% | -1.8% | -11.5% |
| 6M | +14.5% | -5.1% | +19.7% | +15.0% |
| YTD | -33.4% | +5.0% | -38.5% | -34.5% |
| 1Y | -40.6% | -5.6% | -35.0% | -40.5% |
| 3Y | -16.3% | +17.8% | -34.1% | -23.5% |
| All | -26.4% | -58.0% | +31.6% | -18.2% |
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 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