+59.0%
JD vs URA
+69.5%
-10.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.4% | -2.7% | +0.1% |
| 7D | +13.4% | -4.1% | +17.5% | +14.8% |
| 30D | +7.7% | -19.0% | +26.7% | +15.5% |
| 3M | -11.3% | -25.1% | +13.9% | -2.9% |
| 6M | -5.1% | -44.5% | +39.3% | +14.3% |
| YTD | +5.0% | -24.3% | +29.4% | +9.9% |
| 1Y | -5.6% | -28.1% | +22.5% | +0.1% |
| 3Y | +17.8% | +40.7% | -22.9% | -11.2% |
| 5Y | -57.2% | +35.5% | -92.6% | -68.6% |
| 10Y | +34.8% | +281.2% | -246.4% | -44.0% |
| All | +59.0% | +69.5% | -10.6% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling