+146.2%
JPM vs USAR
+74.5%
+71.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | -0.4% | +2.3% | -2.7% | -0.4% |
| 30D | -1.1% | -8.6% | +7.5% | -1.0% |
| 3M | +14.1% | -20.5% | +34.6% | +14.3% |
| 6M | +23.3% | +1.2% | +22.1% | +22.9% |
| YTD | +11.3% | +48.4% | -37.1% | +10.5% |
| 1Y | +23.0% | +30.6% | -7.6% | +22.8% |
| 3Y | +162.6% | +73.6% | +88.9% | +176.2% |
| All | +146.2% | +74.5% | +71.7% | +161.2% |
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 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