+43.4%
UNP vs JD
-8.1%
+51.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | 0.0% |
| 7D | -5.3% | -1.7% | -3.7% | -5.2% |
| 30D | -1.5% | -13.2% | +11.6% | -0.6% |
| 3M | +10.3% | -3.2% | +13.4% | +10.4% |
| 6M | +9.7% | +15.2% | -5.6% | +8.0% |
| YTD | +27.1% | +2.0% | +25.1% | +26.4% |
| 1Y | +32.6% | -5.4% | +38.0% | +32.5% |
| All | +43.4% | -8.1% | +51.5% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling