+569.8%
DELL vs JPM
+134.4%
+435.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.0% | -8.2% | -7.9% |
| 7D | +4.9% | +3.5% | +1.4% | +2.4% |
| 30D | -32.1% | +3.3% | -35.3% | -33.6% |
| 3M | -30.2% | -4.2% | -26.0% | -28.0% |
| 6M | +41.7% | +16.4% | +25.3% | +28.0% |
| YTD | +176.6% | +9.5% | +167.1% | +160.0% |
| 1Y | +159.9% | +14.0% | +145.9% | +137.1% |
| 3Y | +388.0% | +153.1% | +234.9% | +160.8% |
| All | +569.8% | +134.4% | +435.4% | +232.4% |
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 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