+18.9%
JD vs UL
+36.1%
-17.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.5% | +1.4% |
| 7D | -4.1% | +1.1% | -5.2% | -4.3% |
| 30D | +4.6% | +4.5% | +0.1% | +3.8% |
| 3M | -4.7% | +6.5% | -11.2% | -5.7% |
| 6M | -17.4% | +18.2% | -35.5% | -19.7% |
| YTD | +0.7% | +4.7% | -4.0% | -0.7% |
| 1Y | -5.9% | +0.8% | -6.6% | -6.5% |
| 3Y | +18.9% | +35.9% | -17.0% | +0.4% |
| All | +18.9% | +36.1% | -17.2% | +0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling