+165.2%
UAL vs JD
+48.3%
+116.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.7% |
| 3M | +6.1% | -3.2% | +9.3% | +6.5% |
| 6M | +10.8% | +15.2% | -4.4% | +6.6% |
| YTD | -0.4% | +2.0% | -2.4% | -1.6% |
| 1Y | +5.0% | -5.4% | +10.4% | +5.2% |
| 3Y | +124.0% | -9.1% | +133.1% | +117.8% |
| 5Y | +141.0% | -59.6% | +200.6% | +159.9% |
| 10Y | +118.0% | +26.2% | +91.8% | +70.0% |
| All | +165.2% | +48.3% | +116.9% | +103.9% |
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