+271.8%
UNP vs JD
+18.8%
+253.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.6% | -0.2% |
| 7D | -0.7% | -0.8% | 0.0% | -0.7% |
| 30D | -1.1% | -16.0% | +14.9% | +0.7% |
| 3M | +7.9% | -3.2% | +11.0% | +8.1% |
| 6M | +14.6% | +6.1% | +8.6% | +13.4% |
| YTD | +26.6% | -0.1% | +26.7% | +26.0% |
| 1Y | +35.6% | -12.7% | +48.3% | +36.8% |
| 3Y | +45.5% | -6.3% | +51.8% | +42.2% |
| 5Y | +50.0% | -61.3% | +111.3% | +57.3% |
| 10Y | +271.8% | +17.6% | +254.2% | +212.1% |
| All | +271.8% | +18.8% | +253.1% | +212.1% |
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