+54.3%
JD vs UUUU
+105.5%
-51.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +1.8% |
| 7D | -1.7% | -1.4% | -0.3% | -1.5% |
| 30D | -13.2% | +16.3% | -29.5% | -15.1% |
| 3M | -3.2% | -16.7% | +13.5% | -1.8% |
| 6M | +15.2% | -33.7% | +48.9% | +19.2% |
| YTD | +2.0% | -0.5% | +2.5% | -1.7% |
| 1Y | -5.4% | +28.9% | -34.2% | -14.1% |
| 3Y | -9.1% | +99.9% | -109.0% | -26.9% |
| 5Y | -59.6% | +135.3% | -194.9% | -69.7% |
| 10Y | +26.2% | +518.4% | -492.1% | -27.0% |
| All | +54.3% | +105.5% | -51.2% | -0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling