+30.3%
JD vs UMAC
+195.7%
-165.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.5% | +5.2% | -1.1% |
| 7D | -4.0% | +10.1% | -14.2% | -4.3% |
| 30D | +2.7% | -39.1% | +41.8% | +3.8% |
| 3M | -13.0% | -56.2% | +43.2% | -11.4% |
| 6M | -12.7% | -16.2% | +3.5% | -13.7% |
| YTD | -0.8% | -7.1% | +6.3% | -3.0% |
| 1Y | -8.9% | +10.3% | -19.1% | -11.7% |
| All | +30.3% | +195.7% | -165.5% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 10y: compounded portfolio wealth divided by compounded UMAC 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…
10y analysis · Full analysis span regression · 6 months rolling