+36.1%
UPS vs JD
+14.7%
+21.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.9% |
| 7D | -3.7% | -3.0% | -0.7% | -3.3% |
| 30D | -3.7% | -19.3% | +15.6% | -0.8% |
| 3M | -6.6% | -6.0% | -0.5% | -6.0% |
| 6M | +2.6% | +1.8% | +0.8% | +1.7% |
| YTD | +4.8% | -2.6% | +7.3% | +4.5% |
| 1Y | +25.3% | -17.4% | +42.7% | +27.8% |
| 3Y | -26.9% | -8.6% | -18.2% | -28.7% |
| 5Y | -33.5% | -61.6% | +28.1% | -29.8% |
| 10Y | +36.1% | +16.9% | +19.2% | +11.2% |
| All | +36.1% | +14.7% | +21.4% | +11.2% |
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