+293.8%
UNP vs JD
+31.7%
+262.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +2.6% |
| 7D | -3.3% | +7.9% | -11.2% | -4.1% |
| 30D | +6.7% | +4.8% | +1.9% | +6.1% |
| 3M | +1.8% | -13.9% | +15.7% | +3.3% |
| 6M | +13.3% | -5.8% | +19.1% | +13.7% |
| YTD | +30.3% | +2.4% | +27.9% | +29.3% |
| 1Y | +36.9% | -7.5% | +44.5% | +37.4% |
| 3Y | +50.9% | +20.9% | +30.1% | +43.1% |
| 5Y | +37.9% | -58.0% | +96.0% | +43.0% |
| 10Y | +293.8% | +28.9% | +264.9% | +233.8% |
| All | +293.8% | +31.7% | +262.1% | +233.8% |
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