+16.9%
NU vs JD
-58.9%
+75.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.0% | -2.2% |
| 7D | +4.0% | +5.2% | -1.2% | +2.5% |
| 30D | -25.1% | +4.5% | -29.6% | -26.1% |
| 3M | -12.8% | -15.4% | +2.6% | -8.8% |
| 6M | -12.5% | -6.0% | -6.4% | -11.7% |
| YTD | -27.8% | +2.2% | -30.0% | -29.1% |
| 1Y | -24.6% | -6.7% | -17.9% | -24.0% |
| 3Y | +41.8% | +20.5% | +21.3% | +19.1% |
| All | +16.9% | -58.9% | +75.8% | +52.4% |
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