-5.1%
JD vs UL
+12.3%
-17.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.2% | +2.0% |
| 7D | +13.4% | +1.1% | +12.2% | +13.1% |
| 30D | +7.7% | +8.2% | -0.5% | +6.6% |
| 3M | -11.3% | +4.5% | -15.8% | -11.8% |
| 6M | -5.1% | +12.6% | -17.7% | -5.5% |
| All | -5.1% | +12.3% | -17.4% | -5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling