Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • NVDA vs JD✓SelectedUSD · JDNVDA vs JD performance historyLatest closeAs of-0.91%09/09
Stock and ETF performance explorer

NVDA vs JD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+15,200.7%
JD return
+14.7%
Excess return
+15,186.0%
Maximum drawdown
-66.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioJDExcessAlpha
1D-0.9%-2.5%+1.5%0.0%
7D-0.3%-3.0%+2.7%+0.7%
30D+2.8%-19.3%+22.1%+10.7%
3M+7.4%-6.0%+13.5%+9.2%
6M+22.6%+1.8%+20.8%+20.7%
YTD+20.1%-2.6%+22.6%+19.9%
1Y+31.2%-17.4%+48.6%+38.2%
3Y+391.7%-8.6%+400.3%+358.2%
5Y+911.9%-61.6%+973.5%+1,119.3%
10Y+15,200.7%+16.9%+15,183.8%+10,214.4%
All+15,200.7%+14.7%+15,186.0%+10,214.4%

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 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