+441.8%
USO vs JAAA
+29.4%
+412.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.3% |
| 7D | +9.1% | +0.1% | +9.0% | +9.0% |
| 30D | +21.7% | +0.5% | +21.1% | +21.1% |
| 3M | +20.2% | +1.3% | +19.0% | +18.9% |
| 6M | +43.4% | +2.8% | +40.6% | +39.8% |
| YTD | +124.0% | +3.3% | +120.7% | +117.1% |
| 1Y | +112.2% | +4.9% | +107.3% | +101.5% |
| 3Y | +97.7% | +19.0% | +78.7% | +70.1% |
| 5Y | +217.4% | +26.9% | +190.5% | +159.9% |
| All | +441.8% | +29.4% | +412.4% | +315.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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