+96.6%
USB vs JD
+11.2%
+85.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +1.6% |
| 7D | +2.4% | +9.0% | -6.6% | +1.6% |
| 30D | +6.6% | +5.2% | +1.4% | +6.1% |
| 3M | -4.1% | -15.9% | +11.8% | -2.7% |
| 6M | +12.5% | -7.7% | +20.2% | +13.0% |
| YTD | +17.6% | +0.1% | +17.6% | +17.0% |
| 1Y | +36.5% | -9.7% | +46.2% | +37.2% |
| All | +96.6% | +11.2% | +85.4% | +92.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling