+92.7%
USB vs JD
+29.8%
+62.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.3% | -5.4% | -2.5% |
| 7D | -1.5% | +11.7% | -13.2% | -2.8% |
| 30D | +4.3% | +8.1% | -3.8% | +3.2% |
| 3M | -6.1% | -12.0% | +5.9% | -4.7% |
| 6M | +9.4% | -3.5% | +12.9% | +9.5% |
| YTD | +15.2% | +3.3% | +11.8% | +14.0% |
| 1Y | +32.8% | -7.4% | +40.2% | +33.2% |
| 3Y | +91.3% | +16.6% | +74.7% | +80.7% |
| 5Y | +22.7% | -57.9% | +80.5% | +27.0% |
| All | +92.7% | +29.8% | +62.9% | +68.7% |
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