+1,065.2%
NRG vs JD
+20.6%
+1,044.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -4.7% | -4.2% | -0.4% | -4.1% |
| 30D | -6.0% | -14.4% | +8.4% | -4.1% |
| 3M | -8.0% | -3.6% | -4.4% | -7.7% |
| 6M | -23.2% | -0.3% | -22.9% | -23.5% |
| YTD | -28.1% | -2.4% | -25.7% | -28.2% |
| 1Y | -27.3% | -18.5% | -8.7% | -25.8% |
| 3Y | +208.7% | -7.0% | +215.7% | +205.0% |
| 5Y | +197.7% | -61.7% | +259.4% | +214.6% |
| All | +1,065.2% | +20.6% | +1,044.5% | +911.0% |
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