+59.0%
JD vs UEC
+338.0%
-279.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.8% | -5.1% | +0.9% |
| 7D | +13.4% | -10.2% | +23.6% | +14.6% |
| 30D | +7.7% | -26.9% | +34.6% | +11.3% |
| 3M | -11.3% | -35.7% | +24.4% | -7.3% |
| 6M | -5.1% | -56.1% | +51.0% | +2.5% |
| YTD | +5.0% | -40.8% | +45.8% | +8.4% |
| 1Y | -5.6% | -43.4% | +37.7% | -2.6% |
| 3Y | +17.8% | +25.4% | -7.6% | +4.7% |
| 5Y | -57.2% | +51.1% | -108.3% | -64.9% |
| 10Y | +34.8% | +695.4% | -660.6% | -19.1% |
| All | +59.0% | +338.0% | -279.0% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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