+120.4%
UMC vs JD
-8.1%
+128.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -1.9% |
| 7D | +11.2% | -4.1% | +15.3% | +10.2% |
| 30D | -28.0% | +4.6% | -32.6% | -27.4% |
| 3M | -20.5% | -4.7% | -15.8% | -20.3% |
| 6M | -1.6% | -17.4% | +15.8% | +0.7% |
| YTD | +99.4% | +0.7% | +98.7% | +96.1% |
| 1Y | +120.4% | -5.9% | +126.3% | +119.4% |
| All | +120.4% | -8.1% | +128.5% | +119.4% |
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