+36.5%
USB vs JD
-9.8%
+46.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +1.9% |
| 7D | +2.4% | +9.0% | -6.6% | +2.4% |
| 30D | +6.6% | +5.2% | +1.4% | +6.5% |
| 3M | -4.1% | -15.9% | +11.8% | -4.3% |
| 6M | +12.5% | -7.7% | +20.2% | +12.2% |
| YTD | +17.6% | +0.1% | +17.6% | +18.3% |
| 1Y | +36.5% | -9.7% | +46.2% | +38.9% |
| All | +36.5% | -9.8% | +46.3% | +38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling