+278.9%
UNP vs JD
+31.5%
+247.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.7% |
| 7D | +4.2% | -4.1% | +8.4% | +4.7% |
| 30D | +5.6% | +4.6% | +1.0% | +5.0% |
| 3M | +2.0% | -4.7% | +6.8% | +2.5% |
| 6M | +15.4% | -17.4% | +32.8% | +17.5% |
| YTD | +32.7% | +0.7% | +32.0% | +31.9% |
| 1Y | +39.4% | -5.9% | +45.3% | +39.6% |
| 3Y | +54.3% | +18.9% | +35.4% | +46.5% |
| 5Y | +39.6% | -62.9% | +102.6% | +48.1% |
| All | +278.9% | +31.5% | +247.4% | +212.7% |
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