+34.4%
JD vs URA
+266.3%
-231.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.1% |
| 7D | -4.1% | -1.5% | -2.6% | -3.8% |
| 30D | +4.6% | -10.4% | +15.0% | +8.0% |
| 3M | -4.7% | -29.6% | +24.9% | +6.1% |
| 6M | -17.4% | -40.3% | +22.9% | -3.5% |
| YTD | +0.7% | -25.5% | +26.2% | +5.5% |
| 1Y | -5.9% | -26.4% | +20.5% | -1.5% |
| 3Y | +18.9% | +31.4% | -12.6% | -8.0% |
| 5Y | -62.9% | +28.6% | -91.5% | -72.4% |
| All | +34.4% | +266.3% | -231.9% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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