+101.1%
UAL vs JD
+26.7%
+74.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | +12.5% | +5.2% | +7.2% | +11.2% |
| 30D | +12.2% | +4.5% | +7.7% | +11.1% |
| 3M | -2.6% | -15.4% | +12.8% | +0.8% |
| 6M | +21.1% | -6.0% | +27.1% | +21.8% |
| YTD | +7.8% | +2.2% | +5.7% | +6.3% |
| 1Y | +25.4% | -6.7% | +32.1% | +26.1% |
| 3Y | +217.3% | +20.5% | +196.8% | +189.7% |
| 5Y | +132.9% | -58.4% | +191.3% | +151.0% |
| 10Y | +101.1% | +32.5% | +68.7% | +48.3% |
| All | +101.1% | +26.7% | +74.4% | +48.3% |
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