+4,681.2%
DELL vs JPM
+608.8%
+4,072.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +2.1% |
| 7D | +14.9% | +0.3% | +14.6% | +14.8% |
| 30D | +13.3% | -0.2% | +13.4% | +13.5% |
| 3M | +24.4% | +15.9% | +8.5% | +14.5% |
| 6M | +258.0% | +20.9% | +237.1% | +221.7% |
| YTD | +320.2% | +12.9% | +307.3% | +292.1% |
| 1Y | +319.1% | +20.3% | +298.8% | +275.8% |
| 3Y | +706.5% | +160.9% | +545.6% | +371.7% |
| 5Y | +1,071.9% | +154.8% | +917.1% | +582.0% |
| 10Y | +4,683.5% | +591.1% | +4,092.4% | +1,904.9% |
| All | +4,681.2% | +608.8% | +4,072.4% | +1,887.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling