+307.4%
UNP vs JD
+46.1%
+261.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.7% |
| 7D | -2.1% | +0.4% | -2.5% | -2.2% |
| 30D | +7.3% | +4.2% | +3.1% | +6.7% |
| 3M | +3.6% | -12.8% | +16.4% | +5.1% |
| 6M | +15.8% | -8.8% | +24.6% | +16.7% |
| YTD | +32.6% | +0.5% | +32.1% | +31.8% |
| 1Y | +37.2% | -8.8% | +46.0% | +37.9% |
| 3Y | +52.6% | +18.6% | +34.0% | +44.7% |
| 5Y | +40.6% | -62.2% | +102.8% | +47.8% |
| 10Y | +288.4% | +32.2% | +256.2% | +210.7% |
| All | +307.4% | +46.1% | +261.2% | +215.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling