+228.4%
UNH vs JD
+20.6%
+207.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | -4.5% | -4.2% | -0.3% | -4.2% |
| 30D | -6.5% | -14.4% | +7.9% | -5.2% |
| 3M | -6.0% | -3.6% | -2.4% | -5.8% |
| 6M | +33.7% | -0.3% | +34.0% | +33.3% |
| YTD | +16.4% | -2.4% | +18.7% | +16.3% |
| 1Y | +10.1% | -18.5% | +28.6% | +11.7% |
| 3Y | -16.3% | -7.0% | -9.3% | -17.3% |
| 5Y | +2.1% | -61.7% | +63.8% | +7.0% |
| All | +228.4% | +20.6% | +207.7% | +169.9% |
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