+10.9%
JPM vs USAR
-52.4%
+63.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.4% | -4.0% | +0.2% |
| 7D | -2.5% | +0.8% | -3.3% | -2.6% |
| 30D | +2.7% | -30.1% | +32.8% | +4.2% |
| 3M | -4.7% | -56.3% | +51.6% | -1.3% |
| 6M | +15.6% | -68.6% | +84.1% | +20.6% |
| YTD | +8.6% | -30.5% | +39.2% | +6.3% |
| 1Y | +10.9% | -53.5% | +64.4% | +10.6% |
| All | +10.9% | -52.4% | +63.3% | +10.6% |
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