+67.7%
USAR vs JAAA
+18.9%
+48.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -4.4% | +0.1% | -4.5% | -4.6% |
| 30D | -10.4% | +0.5% | -10.9% | -11.1% |
| 3M | -18.4% | +1.2% | -19.6% | -20.0% |
| 6M | -8.8% | +2.7% | -11.5% | -12.6% |
| YTD | +43.4% | +3.2% | +40.2% | +37.4% |
| 1Y | +21.0% | +4.8% | +16.2% | +15.1% |
| All | +67.7% | +18.9% | +48.8% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling