-61.3%
JD vs URA
+128.0%
-189.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.6% |
| 7D | -1.7% | +1.1% | -2.7% | -2.0% |
| 30D | -13.2% | +7.4% | -20.5% | -15.3% |
| 3M | -3.2% | -8.4% | +5.2% | -1.5% |
| 6M | +15.2% | -12.7% | +27.9% | +17.8% |
| YTD | +2.0% | +7.8% | -5.8% | -4.1% |
| 1Y | -5.4% | +19.5% | -24.8% | -16.0% |
| 3Y | -9.1% | +116.4% | -125.5% | -39.6% |
| All | -61.3% | +128.0% | -189.2% | -75.9% |
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