-57.9%
JD vs URI
+178.2%
-236.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -7.1% | +10.4% | +5.1% |
| 7D | +11.7% | -12.9% | +24.7% | +15.6% |
| 30D | +8.1% | -3.4% | +11.5% | +8.6% |
| 3M | -12.0% | -10.0% | -2.0% | -10.1% |
| 6M | -3.5% | +12.2% | -15.7% | -8.2% |
| YTD | +3.3% | +29.8% | -26.4% | -8.0% |
| 1Y | -7.4% | +24.6% | -32.0% | -16.6% |
| 3Y | +16.6% | +137.6% | -121.0% | -22.5% |
| 5Y | -57.9% | +176.6% | -234.5% | -75.3% |
| All | -57.9% | +178.2% | -236.1% | -75.3% |
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 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