-61.3%
JD vs UL
+22.5%
-83.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.0% | -1.7% |
| 7D | -0.8% | -1.3% | +0.5% | -0.4% |
| 30D | -16.0% | +0.9% | -17.0% | -16.3% |
| 3M | -3.2% | +14.2% | -17.4% | -7.4% |
| 6M | +6.1% | -3.2% | +9.2% | +6.7% |
| YTD | -0.1% | -0.3% | +0.2% | -0.8% |
| 1Y | -12.7% | -8.8% | -4.0% | -10.7% |
| 3Y | -6.3% | +23.9% | -30.2% | -17.0% |
| 5Y | -61.3% | +21.4% | -82.7% | -69.9% |
| All | -61.3% | +22.5% | -83.8% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling