+1,842.6%
UMC vs JD
+20.6%
+1,821.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.2% | +2.3% |
| 7D | +9.0% | -4.2% | +13.2% | +9.9% |
| 30D | +17.2% | -14.4% | +31.6% | +20.9% |
| 3M | +11.4% | -3.6% | +15.0% | +11.6% |
| 6M | +137.5% | -0.3% | +137.8% | +135.5% |
| YTD | +193.1% | -2.4% | +195.5% | +191.2% |
| 1Y | +240.3% | -18.5% | +258.8% | +250.9% |
| 3Y | +262.2% | -7.0% | +269.2% | +245.4% |
| 5Y | +143.1% | -61.7% | +204.8% | +168.0% |
| All | +1,842.6% | +20.6% | +1,821.9% | +1,608.3% |
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