+163.1%
UAL vs JD
+50.3%
+112.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.3% | -7.8% | -5.2% |
| 7D | +5.0% | +11.7% | -6.7% | +2.6% |
| 30D | -1.2% | +8.1% | -9.3% | -2.9% |
| 3M | -16.8% | -12.0% | -4.8% | -14.7% |
| 6M | +18.0% | -3.5% | +21.5% | +18.1% |
| YTD | -1.2% | +3.3% | -4.5% | -2.7% |
| 1Y | +14.3% | -7.4% | +21.7% | +15.2% |
| 3Y | +194.6% | +16.6% | +178.0% | +171.8% |
| 5Y | +109.6% | -57.9% | +167.5% | +125.0% |
| 10Y | +93.1% | +32.6% | +60.5% | +49.1% |
| All | +163.1% | +50.3% | +112.8% | +101.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling