-19.0%
USAR vs JD
-17.8%
-1.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.8% |
| 7D | -0.8% | -4.1% | +3.3% | -0.1% |
| 30D | -20.9% | +4.6% | -25.5% | -21.7% |
| 3M | -56.2% | -4.7% | -51.4% | -55.8% |
| 6M | -67.9% | -17.4% | -50.5% | -66.9% |
| YTD | -31.4% | +0.7% | -32.1% | -31.8% |
| 1Y | -45.1% | -5.9% | -39.2% | -44.8% |
| 3Y | -20.3% | +18.9% | -39.2% | -18.3% |
| All | -19.0% | -17.8% | -1.2% | -17.1% |
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