+58.4%
UPS vs JD
+48.3%
+10.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.0% | -1.4% |
| 7D | -2.9% | -1.7% | -1.2% | -2.7% |
| 30D | -3.5% | -13.2% | +9.6% | -1.8% |
| 3M | -5.7% | -3.2% | -2.5% | -5.5% |
| 6M | -4.4% | +15.2% | -19.6% | -6.7% |
| YTD | +8.0% | +2.0% | +6.0% | +7.1% |
| 1Y | +29.0% | -5.4% | +34.4% | +29.0% |
| 3Y | -27.7% | -9.1% | -18.6% | -29.3% |
| 5Y | -34.3% | -59.6% | +25.3% | -31.6% |
| 10Y | +37.8% | +26.2% | +11.5% | +16.4% |
| All | +58.4% | +48.3% | +10.1% | +31.7% |
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 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