+54.3%
JD vs UL
+90.1%
-35.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | -1.7% | -1.3% | -0.3% | -1.2% |
| 30D | -13.2% | +0.5% | -13.6% | -13.4% |
| 3M | -3.2% | +17.6% | -20.8% | -9.6% |
| 6M | +15.2% | -5.4% | +20.6% | +17.0% |
| YTD | +2.0% | +0.7% | +1.3% | +0.7% |
| 1Y | -5.4% | -9.3% | +3.9% | -2.8% |
| 3Y | -9.1% | +24.5% | -33.6% | -19.8% |
| 5Y | -59.6% | +23.2% | -82.8% | -64.8% |
| 10Y | +26.2% | +64.5% | -38.2% | -5.6% |
| All | +54.3% | +90.1% | -35.7% | +1.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling