+54.5%
USAR vs JAAA
+21.0%
+33.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.1% |
| 7D | -11.6% | +0.1% | -11.7% | -11.8% |
| 30D | -15.5% | +0.5% | -16.0% | -16.2% |
| 3M | -31.0% | +1.3% | -32.3% | -32.4% |
| 6M | -26.2% | +2.8% | -29.0% | -29.2% |
| YTD | +30.8% | +3.3% | +27.5% | +25.5% |
| 1Y | +7.1% | +4.9% | +2.2% | +2.1% |
| 3Y | +53.0% | +19.0% | +34.0% | +40.5% |
| All | +54.5% | +21.0% | +33.5% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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