+224.5%
USO vs JAAA
+26.8%
+197.7%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | +11.5% | +0.1% | +11.4% | +11.4% |
| 30D | +24.1% | +0.4% | +23.7% | +23.7% |
| 3M | +17.9% | +1.2% | +16.7% | +16.8% |
| 6M | +49.6% | +2.7% | +47.0% | +46.4% |
| YTD | +129.0% | +3.2% | +125.8% | +122.7% |
| 1Y | +112.0% | +4.8% | +107.2% | +102.2% |
| 3Y | +102.3% | +19.0% | +83.3% | +77.5% |
| 5Y | +224.5% | +26.8% | +197.8% | +175.3% |
| All | +224.5% | +26.8% | +197.7% | +175.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling