+75.4%
USAR vs JD
-18.4%
+93.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.3% | +0.7% |
| 7D | +2.3% | -0.8% | +3.1% | +2.5% |
| 30D | -8.6% | -16.0% | +7.4% | -5.8% |
| 3M | -20.5% | -3.2% | -17.3% | -20.3% |
| 6M | +1.2% | +6.1% | -4.9% | -0.4% |
| YTD | +48.4% | -0.1% | +48.5% | +47.9% |
| 1Y | +30.6% | -12.7% | +43.4% | +32.7% |
| 3Y | +73.6% | -6.3% | +80.0% | +78.4% |
| All | +75.4% | -18.4% | +93.8% | +80.0% |
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