+77.0%
USO vs JD
+14.7%
+62.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.5% | +5.2% | +2.9% |
| 7D | +6.2% | -3.0% | +9.2% | +6.5% |
| 30D | +19.1% | -19.3% | +38.4% | +21.3% |
| 3M | +14.2% | -6.0% | +20.2% | +14.7% |
| 6M | +43.7% | +1.8% | +42.0% | +42.8% |
| YTD | +116.8% | -2.6% | +119.4% | +116.2% |
| 1Y | +104.3% | -17.4% | +121.8% | +106.7% |
| 3Y | +91.5% | -8.6% | +100.1% | +87.7% |
| 5Y | +214.1% | -61.6% | +275.7% | +227.8% |
| 10Y | +77.0% | +16.9% | +60.2% | +42.6% |
| All | +77.0% | +14.7% | +62.3% | +42.6% |
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