+20.5%
JD vs URA
+41.9%
-21.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.5% | -5.3% | -3.2% |
| 7D | +5.2% | +0.3% | +4.9% | +5.0% |
| 30D | +4.5% | -14.8% | +19.3% | +7.6% |
| 3M | -15.4% | -25.3% | +9.9% | -11.0% |
| 6M | -6.0% | -39.9% | +33.9% | +3.2% |
| YTD | +2.2% | -22.4% | +24.6% | +4.1% |
| 1Y | -6.7% | -29.0% | +22.3% | -3.1% |
| 3Y | +20.5% | +41.0% | -20.4% | -0.6% |
| All | +20.5% | +41.9% | -21.3% | -0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling