+56.4%
JD vs URA
+62.4%
-6.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -5.3% | +8.5% | +5.1% |
| 7D | +11.7% | -13.3% | +25.0% | +17.2% |
| 30D | +8.1% | -25.9% | +34.0% | +19.5% |
| 3M | -12.0% | -27.8% | +15.8% | -2.5% |
| 6M | -3.5% | -42.8% | +39.3% | +14.8% |
| YTD | +3.3% | -27.5% | +30.8% | +9.8% |
| 1Y | -7.4% | -35.1% | +27.7% | +2.0% |
| 3Y | +16.6% | +31.1% | -14.5% | -9.7% |
| 5Y | -57.9% | +29.8% | -87.6% | -68.7% |
| 10Y | +32.6% | +265.1% | -232.5% | -44.0% |
| All | +56.4% | +62.4% | -6.0% | -4.4% |
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