+74.9%
USAR vs JD
-16.7%
+91.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.3% | -0.8% |
| 7D | -2.1% | -1.7% | -0.4% | -1.8% |
| 30D | +2.6% | -13.2% | +15.8% | +5.2% |
| 3M | -35.0% | -3.2% | -31.8% | -34.8% |
| 6M | -6.9% | +15.2% | -22.1% | -9.8% |
| YTD | +48.0% | +2.0% | +46.0% | +46.9% |
| 1Y | +24.8% | -5.4% | +30.2% | +25.3% |
| 3Y | +73.2% | -9.1% | +82.3% | +77.3% |
| All | +74.9% | -16.7% | +91.6% | +78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling