-61.3%
JD vs URI
+200.7%
-261.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.4% |
| 7D | -1.7% | -2.0% | +0.3% | -1.2% |
| 30D | -13.2% | -12.9% | -0.2% | -10.0% |
| 3M | -3.2% | -6.7% | +3.5% | -2.1% |
| 6M | +15.2% | +19.0% | -3.8% | +7.0% |
| YTD | +2.0% | +25.5% | -23.6% | -7.8% |
| 1Y | -5.4% | +5.5% | -10.9% | -9.6% |
| 3Y | -9.1% | +111.3% | -120.4% | -36.2% |
| All | -61.3% | +200.7% | -261.9% | -77.8% |
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 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