-53.3%
USO vs JD
+48.3%
-101.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.3% |
| 7D | +9.5% | -1.7% | +11.1% | +9.6% |
| 30D | +23.6% | -13.2% | +36.7% | +25.2% |
| 3M | +3.8% | -3.2% | +7.0% | +4.0% |
| 6M | +55.0% | +15.2% | +39.8% | +52.2% |
| YTD | +105.3% | +2.0% | +103.3% | +103.8% |
| 1Y | +91.4% | -5.4% | +96.7% | +91.1% |
| 3Y | +84.6% | -9.1% | +93.7% | +80.9% |
| 5Y | +191.7% | -59.6% | +251.3% | +201.5% |
| 10Y | +73.3% | +26.2% | +47.1% | +41.5% |
| All | -53.3% | +48.3% | -101.6% | -61.3% |
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