-6.4%
JD vs UL
-0.5%
-5.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.6% |
| 7D | +7.9% | +0.3% | +7.7% | +7.8% |
| 30D | +4.8% | +7.0% | -2.2% | +3.8% |
| 3M | -13.9% | +5.8% | -19.7% | -14.6% |
| 6M | -5.8% | +16.1% | -21.9% | -7.8% |
| YTD | +2.4% | +4.5% | -2.1% | 0.0% |
| All | -6.4% | -0.5% | -5.9% | -8.0% |
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