+26.1%
USB vs JD
-61.7%
+87.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +1.6% |
| 7D | +2.4% | +9.0% | -6.6% | +1.4% |
| 30D | +6.6% | +5.2% | +1.4% | +5.9% |
| 3M | -4.1% | -15.9% | +11.8% | -2.3% |
| 6M | +12.5% | -7.7% | +20.2% | +13.1% |
| YTD | +17.6% | +0.1% | +17.6% | +16.9% |
| 1Y | +36.5% | -9.7% | +46.2% | +37.4% |
| 3Y | +95.4% | +12.9% | +82.5% | +85.6% |
| 5Y | +26.1% | -60.6% | +86.7% | +29.5% |
| All | +26.1% | -61.7% | +87.8% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling