-57.1%
JD vs URA
+33.4%
-90.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.4% | -2.7% | +0.4% |
| 7D | +13.4% | -4.1% | +17.5% | +14.6% |
| 30D | +7.7% | -19.0% | +26.7% | +14.3% |
| 3M | -11.3% | -25.1% | +13.9% | -4.3% |
| 6M | -5.1% | -44.5% | +39.3% | +11.6% |
| YTD | +5.0% | -24.3% | +29.4% | +8.8% |
| 1Y | -5.6% | -28.1% | +22.5% | -1.1% |
| 3Y | +17.8% | +40.7% | -22.9% | -12.3% |
| All | -57.1% | +33.4% | -90.5% | -68.6% |
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 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