+45.9%
UPS vs JD
+31.5%
+14.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.6% |
| 7D | +3.8% | -4.1% | +7.9% | +4.4% |
| 30D | +17.4% | +4.6% | +12.7% | +16.5% |
| 3M | +8.2% | -4.7% | +12.9% | +8.9% |
| 6M | +17.9% | -17.4% | +35.3% | +20.8% |
| YTD | +18.7% | +0.7% | +18.0% | +17.7% |
| 1Y | +24.8% | -5.9% | +30.7% | +25.0% |
| 3Y | -4.5% | +18.9% | -23.4% | -10.5% |
| 5Y | -33.2% | -62.9% | +29.7% | -28.6% |
| All | +45.9% | +31.5% | +14.5% | +18.5% |
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