+129.8%
UAL vs JD
-8.1%
+137.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +2.1% |
| 7D | +0.7% | -1.7% | +2.4% | +1.1% |
| 30D | -16.1% | -13.2% | -3.0% | -13.5% |
| 3M | +6.1% | -3.2% | +9.3% | +6.5% |
| 6M | +10.8% | +15.2% | -4.4% | +5.9% |
| YTD | -0.4% | +2.0% | -2.4% | -1.8% |
| 1Y | +5.0% | -5.4% | +10.4% | +5.1% |
| All | +129.8% | -8.1% | +137.9% | +111.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling