-12.7%
JD vs UL
-8.6%
-4.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.0% | -2.0% |
| 7D | -0.8% | -1.3% | +0.5% | -0.7% |
| 30D | -16.0% | +0.9% | -17.0% | -16.1% |
| 3M | -3.2% | +14.2% | -17.4% | -4.0% |
| 6M | +6.1% | -3.2% | +9.2% | +4.3% |
| YTD | -0.1% | -0.3% | +0.2% | -1.4% |
| 1Y | -12.7% | -8.8% | -4.0% | -11.5% |
| All | -12.7% | -8.6% | -4.1% | -11.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling