-4.0%
JD vs URA
-32.0%
+28.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.4% | -2.7% | +1.2% |
| 7D | +13.4% | -4.1% | +17.5% | +13.8% |
| 30D | +7.7% | -19.0% | +26.7% | +10.0% |
| 3M | -11.3% | -25.1% | +13.9% | -8.9% |
| 6M | -5.1% | -44.5% | +39.3% | +2.1% |
| YTD | +5.0% | -24.3% | +29.4% | +6.5% |
| All | -4.0% | -32.0% | +28.0% | -2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling