+143.3%
DELL vs JPM
+17.0%
+126.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +4.2% | -13.0% | -11.6% |
| 7D | -24.6% | +3.8% | -28.4% | -26.6% |
| 30D | -32.5% | +6.5% | -38.9% | -35.8% |
| 3M | -20.2% | -1.0% | -19.2% | -19.2% |
| 6M | +76.5% | +15.5% | +60.9% | +62.2% |
| YTD | +198.9% | +11.4% | +187.5% | +179.3% |
| 1Y | +143.3% | +16.1% | +127.3% | +120.6% |
| All | +143.3% | +17.0% | +126.3% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 1y: compounded portfolio wealth divided by compounded JPM 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…
1y analysis · Full analysis span regression · 6 months rolling