+361.0%
NRG vs JD
+48.3%
+312.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.9% | +4.5% | +6.2% |
| 7D | +7.1% | -1.7% | +8.8% | +7.3% |
| 30D | -1.4% | -13.2% | +11.7% | +0.3% |
| 3M | -10.5% | -3.2% | -7.3% | -10.3% |
| 6M | -26.7% | +15.2% | -42.0% | -28.4% |
| YTD | -24.5% | +2.0% | -26.5% | -25.1% |
| 1Y | -18.6% | -5.4% | -13.2% | -18.5% |
| 3Y | +227.1% | -9.1% | +236.3% | +223.3% |
| 5Y | +198.8% | -59.6% | +258.4% | +212.2% |
| 10Y | +1,122.3% | +26.2% | +1,096.0% | +920.6% |
| All | +361.0% | +48.3% | +312.7% | +260.5% |
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 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