+141.8%
UMC vs JD
-61.6%
+203.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.1% | +7.1% | +5.4% |
| 7D | +6.6% | -0.8% | +7.4% | +6.7% |
| 30D | +16.6% | -16.0% | +32.6% | +20.3% |
| 3M | +11.0% | -3.2% | +14.2% | +11.2% |
| 6M | +131.3% | +6.1% | +125.2% | +126.7% |
| YTD | +182.5% | -0.1% | +182.6% | +179.5% |
| 1Y | +222.3% | -12.7% | +235.0% | +227.1% |
| 3Y | +253.0% | -6.3% | +259.3% | +237.0% |
| 5Y | +141.8% | -61.3% | +203.2% | +167.4% |
| All | +141.8% | -61.6% | +203.5% | +167.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling