+16.9%
JD vs UL
+65.2%
-48.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -1.9% |
| 7D | -3.0% | -3.2% | +0.2% | -1.9% |
| 30D | -19.3% | -0.6% | -18.7% | -19.2% |
| 3M | -6.0% | +9.4% | -15.5% | -9.3% |
| 6M | +1.8% | -4.1% | +5.9% | +2.7% |
| YTD | -2.6% | -2.0% | -0.6% | -2.7% |
| 1Y | -17.4% | -9.0% | -8.5% | -15.5% |
| 3Y | -8.6% | +21.8% | -30.4% | -17.9% |
| 5Y | -61.6% | +20.6% | -82.2% | -66.0% |
| 10Y | +16.9% | +67.7% | -50.9% | -4.7% |
| All | +16.9% | +65.2% | -48.3% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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