+108.7%
USB vs JD
+25.4%
+83.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.1% | -0.5% |
| 7D | +1.4% | -1.7% | +3.1% | +1.7% |
| 30D | -1.3% | -13.2% | +11.8% | +0.4% |
| 3M | +15.2% | -3.2% | +18.4% | +15.5% |
| 6M | +18.8% | +15.2% | +3.6% | +16.1% |
| YTD | +21.0% | +2.0% | +19.0% | +20.0% |
| 1Y | +34.0% | -5.4% | +39.4% | +34.0% |
| 3Y | +95.3% | -9.1% | +104.4% | +90.7% |
| 5Y | +40.4% | -59.6% | +100.0% | +46.0% |
| All | +108.7% | +25.4% | +83.3% | +78.7% |
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