+54.3%
JD vs UDR
+105.1%
-50.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.9% |
| 7D | -1.7% | -2.0% | +0.3% | -1.2% |
| 30D | -13.2% | -5.2% | -8.0% | -12.1% |
| 3M | -3.2% | -5.8% | +2.6% | -2.0% |
| 6M | +15.2% | -1.7% | +16.9% | +15.3% |
| YTD | +2.0% | +2.4% | -0.4% | +1.0% |
| 1Y | -5.4% | -2.1% | -3.3% | -5.4% |
| 3Y | -9.1% | +4.2% | -13.3% | -11.2% |
| 5Y | -59.6% | -20.0% | -39.6% | -58.9% |
| 10Y | +26.2% | +44.6% | -18.4% | +10.3% |
| All | +54.3% | +105.1% | -50.7% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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