+678.3%
DELL vs JPM
+161.8%
+516.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | 0.0% |
| 7D | +8.7% | -0.4% | +9.2% | +9.1% |
| 30D | +16.9% | -1.4% | +18.3% | +18.2% |
| 3M | +40.4% | +13.9% | +26.5% | +28.7% |
| 6M | +267.1% | +23.5% | +243.5% | +218.5% |
| YTD | +329.1% | +11.6% | +317.4% | +298.0% |
| 1Y | +346.9% | +21.4% | +325.6% | +288.6% |
| All | +678.3% | +161.8% | +516.5% | +409.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling