+1,055.3%
DELL vs JPM
+149.5%
+905.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.3% | -5.0% | -5.1% |
| 7D | -1.9% | -2.3% | +0.5% | -0.3% |
| 30D | +14.9% | -2.3% | +17.2% | +16.9% |
| 3M | +37.2% | +14.9% | +22.3% | +25.1% |
| 6M | +254.0% | +23.6% | +230.3% | +207.0% |
| YTD | +306.1% | +11.3% | +294.9% | +277.4% |
| 1Y | +312.3% | +19.9% | +292.4% | +262.1% |
| 3Y | +654.0% | +162.6% | +491.4% | +293.3% |
| 5Y | +1,055.3% | +154.6% | +900.7% | +462.6% |
| All | +1,055.3% | +149.5% | +905.8% | +462.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling