-57.1%
JD vs URI
+166.6%
-223.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.4% |
| 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% | -9.2% |
| YTD | +5.0% | +31.2% | -26.2% | -6.8% |
| 1Y | -5.6% | +25.9% | -31.6% | -15.2% |
| 3Y | +17.8% | +147.4% | -129.6% | -22.9% |
| All | -57.1% | +166.6% | -223.7% | -74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling