+1,266.3%
NVDL vs JD
-48.7%
+1,315.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.5% | -5.5% | -4.5% |
| 7D | -24.8% | -4.1% | -20.7% | -23.7% |
| 30D | -48.0% | +4.6% | -52.7% | -49.1% |
| 3M | -51.5% | -4.7% | -46.8% | -51.0% |
| 6M | -54.9% | -17.4% | -37.6% | -52.3% |
| YTD | -39.2% | +0.7% | -39.9% | -39.9% |
| 1Y | -41.1% | -5.9% | -35.2% | -40.5% |
| 3Y | +262.9% | +18.9% | +244.1% | +235.1% |
| All | +1,266.3% | -48.7% | +1,315.0% | +1,473.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling