+28.9%
JD vs UL
+102.0%
-73.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.8% |
| 7D | +7.9% | +0.3% | +7.7% | +7.8% |
| 30D | +4.8% | +7.0% | -2.2% | +2.2% |
| 3M | -13.9% | +5.8% | -19.7% | -15.7% |
| 6M | -5.8% | +16.1% | -21.9% | -11.2% |
| YTD | +2.4% | +4.5% | -2.1% | -0.2% |
| 1Y | -7.5% | -1.3% | -6.3% | -8.1% |
| 3Y | +20.9% | +35.0% | -14.1% | +4.4% |
| 5Y | -58.0% | +31.9% | -90.0% | -64.1% |
| 10Y | +28.9% | +99.3% | -70.4% | +1.6% |
| All | +28.9% | +102.0% | -73.1% | +1.6% |
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