-18.6%
NRG vs JD
-5.6%
-12.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.9% | +4.5% | +6.3% |
| 7D | +7.1% | -1.7% | +8.8% | +7.2% |
| 30D | -1.4% | -13.2% | +11.7% | -0.5% |
| 3M | -10.5% | -3.2% | -7.3% | -10.2% |
| 6M | -26.7% | +15.2% | -42.0% | -29.8% |
| YTD | -24.5% | +2.0% | -26.5% | -25.7% |
| 1Y | -18.6% | -5.4% | -13.2% | -14.2% |
| All | -18.6% | -5.6% | -12.9% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling