-61.6%
JD vs URA
+35.5%
-97.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.2% | +0.8% |
| 7D | +5.2% | +0.3% | +4.9% | +4.8% |
| 30D | +4.5% | -14.8% | +19.3% | +9.1% |
| 3M | -15.4% | -25.3% | +9.9% | -8.7% |
| 6M | -6.0% | -39.9% | +33.9% | +7.6% |
| YTD | +2.2% | -22.4% | +24.6% | +4.9% |
| 1Y | -6.7% | -29.0% | +22.3% | -1.6% |
| 3Y | +20.5% | +41.0% | -20.4% | -9.9% |
| All | -61.6% | +35.5% | -97.1% | -72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling