+139.4%
JPM vs USAR
-13.4%
+152.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.5% | -4.2% | +2.2% |
| 7D | +0.4% | -1.1% | +1.5% | +0.4% |
| 30D | +2.7% | -30.3% | +33.0% | +3.2% |
| 3M | -3.8% | -54.7% | +50.8% | -2.8% |
| 6M | +14.3% | -67.5% | +81.8% | +15.8% |
| YTD | +8.2% | -26.4% | +34.6% | +8.5% |
| 1Y | +11.0% | -49.5% | +60.5% | +11.4% |
| 3Y | +152.7% | -14.5% | +167.1% | +166.8% |
| All | +139.4% | -13.4% | +152.9% | +156.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling