+32.3%
JD vs UMAC
+182.0%
-149.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.6% | +6.2% | +1.6% |
| 7D | -4.1% | -5.2% | +1.1% | -4.0% |
| 30D | +4.6% | -36.4% | +41.0% | +5.7% |
| 3M | -4.7% | -58.6% | +53.8% | -2.9% |
| 6M | -17.4% | -24.6% | +7.3% | -18.0% |
| YTD | +0.7% | -11.5% | +12.2% | -1.4% |
| 1Y | -5.9% | +16.9% | -22.8% | -8.9% |
| All | +32.3% | +182.0% | -149.7% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling