+1,198.2%
UMC vs JD
+44.3%
+1,153.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.7% |
| 7D | +17.8% | -4.0% | +21.8% | +18.6% |
| 30D | -29.6% | +2.7% | -32.3% | -30.2% |
| 3M | -18.4% | -13.0% | -5.4% | -16.6% |
| 6M | -0.1% | -12.7% | +12.6% | +1.4% |
| YTD | +104.0% | -0.8% | +104.8% | +101.5% |
| 1Y | +121.5% | -8.9% | +130.4% | +122.4% |
| 3Y | +135.0% | +17.0% | +118.0% | +114.1% |
| 5Y | +83.0% | -63.5% | +146.5% | +101.2% |
| 10Y | +1,312.7% | +30.5% | +1,282.2% | +1,092.9% |
| All | +1,198.2% | +44.3% | +1,153.9% | +970.6% |
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