+20.3%
JPM vs USAR
+27.9%
-7.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.9% |
| 7D | +0.3% | -2.1% | +2.4% | +0.4% |
| 30D | -0.2% | +2.6% | -2.8% | -0.4% |
| 3M | +15.9% | -35.0% | +50.9% | +17.5% |
| 6M | +20.9% | -6.9% | +27.8% | +19.5% |
| YTD | +12.9% | +48.0% | -35.1% | +8.5% |
| 1Y | +20.3% | +24.8% | -4.5% | +21.1% |
| All | +20.3% | +27.9% | -7.6% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling