+200.5%
USO vs JD
-61.6%
+262.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.1% | +4.9% | +2.9% |
| 7D | +3.6% | -0.8% | +4.4% | +3.6% |
| 30D | +23.8% | -16.0% | +39.8% | +24.4% |
| 3M | +8.1% | -3.2% | +11.2% | +8.1% |
| 6M | +34.3% | +6.1% | +28.2% | +33.7% |
| YTD | +111.1% | -0.1% | +111.3% | +110.6% |
| 1Y | +99.9% | -12.7% | +112.7% | +100.3% |
| 3Y | +86.5% | -6.3% | +92.8% | +85.7% |
| 5Y | +200.5% | -61.3% | +261.9% | +207.7% |
| All | +200.5% | -61.6% | +262.1% | +207.7% |
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