-61.6%
JD vs UUUU
+132.1%
-193.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | -3.0% | +1.8% | -4.8% | -3.2% |
| 30D | -19.3% | +1.8% | -21.2% | -19.7% |
| 3M | -6.0% | +1.3% | -7.3% | -6.9% |
| 6M | +1.8% | -26.8% | +28.6% | +4.2% |
| YTD | -2.6% | +0.1% | -2.6% | -6.7% |
| 1Y | -17.4% | +11.2% | -28.7% | -24.7% |
| 3Y | -8.6% | +97.7% | -106.3% | -30.0% |
| 5Y | -61.6% | +127.3% | -188.9% | -73.3% |
| All | -61.6% | +132.1% | -193.7% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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