+32.3%
JD vs URI
+1,189.9%
-1,157.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | -4.0% | +9.3% | -13.3% | -6.4% |
| 30D | +2.7% | +7.6% | -4.9% | +0.2% |
| 3M | -13.0% | +1.0% | -14.1% | -14.0% |
| 6M | -12.7% | +19.8% | -32.6% | -18.4% |
| YTD | -0.8% | +41.9% | -42.7% | -13.4% |
| 1Y | -8.9% | +33.4% | -42.3% | -19.0% |
| 3Y | +17.0% | +156.0% | -139.0% | -17.8% |
| 5Y | -63.5% | +209.5% | -273.0% | -76.4% |
| All | +32.3% | +1,189.9% | -1,157.5% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 10y: compounded portfolio wealth divided by compounded URI 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…
10y analysis · Full analysis span regression · 6 months rolling