+30.5%
JD vs URI
+1,374.0%
-1,343.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.3% |
| 7D | +13.4% | -9.8% | +23.1% | +16.2% |
| 30D | +7.7% | +1.7% | +5.9% | +6.8% |
| 3M | -11.3% | -9.1% | -2.2% | -9.6% |
| 6M | -5.1% | +9.9% | -15.0% | -9.0% |
| YTD | +5.0% | +31.2% | -26.2% | -5.9% |
| 1Y | -5.6% | +25.9% | -31.6% | -14.5% |
| 3Y | +17.8% | +147.4% | -129.6% | -15.7% |
| 5Y | -57.2% | +179.7% | -236.9% | -71.2% |
| All | +30.5% | +1,374.0% | -1,343.5% | -35.8% |
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