-53.5%
USO vs JD
+48.6%
-102.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -10.6% | +5.2% | -15.8% | -11.0% |
| 30D | -4.6% | +4.5% | -9.1% | -5.0% |
| 3M | +12.3% | -15.4% | +27.8% | +14.0% |
| 6M | +5.9% | -6.0% | +11.9% | +6.2% |
| YTD | +104.5% | +2.2% | +102.4% | +102.8% |
| 1Y | +97.3% | -6.7% | +104.0% | +97.4% |
| 3Y | +97.0% | +20.5% | +76.5% | +87.3% |
| 5Y | +151.2% | -58.4% | +209.6% | +158.8% |
| 10Y | +76.1% | +32.5% | +43.6% | +43.0% |
| All | -53.5% | +48.6% | -102.0% | -61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling