-9.6%
UPS vs JD
+16.8%
-26.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -2.7% |
| 7D | 0.0% | +13.4% | -13.3% | -1.6% |
| 30D | +17.3% | +7.7% | +9.7% | +16.1% |
| 3M | +6.6% | -11.3% | +17.9% | +8.2% |
| 6M | +12.0% | -5.1% | +17.2% | +12.3% |
| YTD | +14.4% | +5.0% | +9.3% | +12.7% |
| 1Y | +23.3% | -5.6% | +28.9% | +23.5% |
| 3Y | -9.6% | +17.8% | -27.4% | -15.9% |
| All | -9.6% | +16.8% | -26.4% | -15.9% |
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