+147.0%
JPM vs USAR
+68.6%
+78.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.4% |
| 7D | -0.4% | -4.4% | +4.0% | -0.4% |
| 30D | -1.4% | -10.4% | +9.0% | -1.3% |
| 3M | +13.9% | -18.4% | +32.3% | +14.0% |
| 6M | +23.5% | -8.8% | +32.3% | +23.2% |
| YTD | +11.6% | +43.4% | -31.7% | +10.9% |
| 1Y | +21.4% | +21.0% | +0.4% | +21.2% |
| 3Y | +163.4% | +67.7% | +95.7% | +177.3% |
| All | +147.0% | +68.6% | +78.5% | +162.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling