+92.6%
UAL vs JD
+31.9%
+60.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.7% |
| 7D | +8.2% | +13.4% | -5.2% | +5.2% |
| 30D | +2.3% | +7.7% | -5.4% | +0.7% |
| 3M | -12.7% | -11.3% | -1.4% | -10.6% |
| 6M | +12.7% | -5.1% | +17.8% | +13.2% |
| YTD | +0.8% | +5.0% | -4.2% | -1.1% |
| 1Y | +17.8% | -5.6% | +23.4% | +18.2% |
| 3Y | +206.7% | +17.8% | +188.9% | +181.6% |
| 5Y | +113.9% | -57.2% | +171.1% | +129.1% |
| All | +92.6% | +31.9% | +60.7% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 10y: compounded portfolio wealth divided by compounded JD 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…
10y analysis · Full analysis span regression · 6 months rolling