+1,138.9%
UMC vs JD
+48.6%
+1,090.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.3% | +1.1% |
| 7D | -8.3% | +5.2% | -13.5% | -9.4% |
| 30D | -34.5% | +4.5% | -39.0% | -35.2% |
| 3M | -20.0% | -15.4% | -4.5% | -17.7% |
| 6M | -0.7% | -6.0% | +5.3% | -0.6% |
| YTD | +94.7% | +2.2% | +92.6% | +91.2% |
| 1Y | +106.0% | -6.7% | +112.6% | +105.9% |
| 3Y | +124.3% | +20.5% | +103.7% | +103.2% |
| 5Y | +78.0% | -58.4% | +136.4% | +90.7% |
| 10Y | +1,225.9% | +32.5% | +1,193.4% | +1,015.9% |
| All | +1,138.9% | +48.6% | +1,090.3% | +916.2% |
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