+52.4%
JD vs UUUU
-6.4%
+58.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.9% | +1.7% |
| 7D | -4.1% | -1.1% | -3.1% | -4.1% |
| 30D | +4.6% | -21.0% | +25.6% | +7.4% |
| 3M | -4.7% | -54.8% | +50.1% | +4.5% |
| 6M | -17.4% | -67.3% | +50.0% | -6.3% |
| YTD | +0.7% | -54.7% | +55.4% | +6.7% |
| 1Y | -5.9% | -57.4% | +51.6% | 0.0% |
| 3Y | +18.9% | -19.6% | +38.5% | +7.6% |
| 5Y | -62.9% | -40.0% | -22.9% | -66.8% |
| 10Y | +32.5% | +364.1% | -331.6% | -20.6% |
| All | +52.4% | -6.4% | +58.8% | +8.4% |
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