+115.0%
UMC vs JD
-9.8%
+124.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.0% | -5.1% | -1.7% |
| 7D | -14.7% | +9.0% | -23.6% | -13.7% |
| 30D | -32.9% | +5.2% | -38.1% | -32.3% |
| 3M | -22.2% | -15.9% | -6.3% | -22.6% |
| 6M | +25.9% | -7.7% | +33.6% | +25.9% |
| YTD | +107.9% | +0.1% | +107.9% | +103.6% |
| 1Y | +115.0% | -9.7% | +124.8% | +116.5% |
| All | +115.0% | -9.8% | +124.8% | +116.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling