-18.3%
USAR vs JD
-14.2%
-4.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.6% | +9.2% | +10.5% |
| 7D | -14.5% | +13.4% | -27.9% | -16.6% |
| 30D | -37.8% | +7.7% | -45.5% | -38.7% |
| 3M | -52.8% | -11.3% | -41.5% | -51.8% |
| 6M | -71.2% | -5.1% | -66.1% | -71.1% |
| YTD | -30.9% | +5.0% | -35.9% | -31.8% |
| 1Y | -48.0% | -5.6% | -42.4% | -47.8% |
| 3Y | -19.7% | +17.8% | -37.5% | -18.2% |
| All | -18.3% | -14.2% | -4.1% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling