+309.2%
NVDA vs JD
+16.8%
+292.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.1% | +2.5% |
| 7D | -8.8% | +13.4% | -22.2% | -11.0% |
| 30D | -21.4% | +7.7% | -29.1% | -22.6% |
| 3M | -14.7% | -11.3% | -3.4% | -12.9% |
| 6M | -10.0% | -5.1% | -4.8% | -9.5% |
| YTD | +0.3% | +5.0% | -4.7% | -1.2% |
| 1Y | -0.5% | -5.6% | +5.1% | -0.2% |
| 3Y | +309.2% | +17.8% | +291.4% | +291.9% |
| All | +309.2% | +16.8% | +292.4% | +291.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling