+4,404.4%
DELL vs JPM
+600.5%
+3,804.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.8% | +11.2% | +11.5% |
| 7D | +8.2% | -0.7% | +8.9% | +8.7% |
| 30D | +17.1% | -2.5% | +19.5% | +18.9% |
| 3M | +45.2% | +14.1% | +31.0% | +34.8% |
| 6M | +286.8% | +25.1% | +261.7% | +241.1% |
| YTD | +354.8% | +12.1% | +342.7% | +326.2% |
| 1Y | +358.3% | +18.8% | +339.4% | +314.2% |
| 3Y | +724.9% | +163.4% | +561.5% | +380.0% |
| 5Y | +1,193.7% | +156.5% | +1,037.1% | +650.6% |
| All | +4,404.4% | +600.5% | +3,804.0% | +1,751.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling