-21.4%
USAR vs JD
-16.6%
-4.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.2% | -9.3% | -9.5% |
| 7D | -9.1% | +5.2% | -14.3% | -10.0% |
| 30D | -36.9% | +4.5% | -41.4% | -37.5% |
| 3M | -58.4% | -15.4% | -43.0% | -57.2% |
| 6M | -70.6% | -6.0% | -64.6% | -70.5% |
| YTD | -33.4% | +2.2% | -35.6% | -34.0% |
| 1Y | -54.0% | -6.7% | -47.4% | -53.8% |
| 3Y | -22.7% | +20.5% | -43.2% | -20.9% |
| All | -21.4% | -16.6% | -4.8% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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