+914.7%
NOW vs JD
+50.3%
+864.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.3% | -9.2% | -6.8% |
| 7D | -6.7% | +11.7% | -18.4% | -9.3% |
| 30D | -25.8% | +8.1% | -33.9% | -27.4% |
| 3M | -12.7% | -12.0% | -0.7% | -10.1% |
| 6M | +11.2% | -3.5% | +14.8% | +11.4% |
| YTD | -33.2% | +3.3% | -36.5% | -34.5% |
| 1Y | -41.8% | -7.4% | -34.4% | -41.4% |
| 3Y | -15.7% | +16.6% | -32.2% | -25.9% |
| 5Y | -26.0% | -57.9% | +31.8% | -19.0% |
| 10Y | +515.1% | +32.6% | +482.5% | +334.0% |
| All | +914.7% | +50.3% | +864.4% | +586.9% |
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