+28.0%
NU vs JD
-59.4%
+87.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.5% | +10.2% | +11.3% |
| 7D | +9.9% | -4.1% | +14.0% | +11.2% |
| 30D | -11.5% | +4.6% | -16.1% | -12.7% |
| 3M | -5.1% | -4.7% | -0.4% | -3.9% |
| 6M | +3.1% | -17.4% | +20.5% | +8.3% |
| YTD | -21.0% | +0.7% | -21.7% | -22.1% |
| 1Y | -15.2% | -5.9% | -9.3% | -14.7% |
| 3Y | +56.4% | +18.9% | +37.6% | +32.0% |
| All | +28.0% | -59.4% | +87.4% | +67.5% |
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