+28.3%
JD vs UMAC
+473.8%
-445.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.2% |
| 7D | -4.2% | -3.4% | -0.8% | -4.2% |
| 30D | -14.4% | -15.1% | +0.7% | -14.2% |
| 3M | -3.6% | -10.8% | +7.2% | -3.7% |
| 6M | -0.3% | +15.7% | -16.0% | -2.3% |
| YTD | -2.4% | +80.1% | -82.5% | -6.0% |
| 1Y | -18.5% | +116.7% | -135.2% | -22.4% |
| All | +28.3% | +473.8% | -445.5% | +18.2% |
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