+585.7%
JPM vs BB
-0.1%
+585.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | 0.0% |
| 7D | -2.3% | -2.1% | -0.3% | -2.1% |
| 30D | -2.3% | -16.0% | +13.7% | -0.5% |
| 3M | +14.9% | -14.5% | +29.4% | +15.9% |
| 6M | +23.6% | +118.6% | -94.9% | +10.4% |
| YTD | +11.3% | +98.9% | -87.7% | +0.4% |
| 1Y | +19.9% | +99.5% | -79.6% | +7.7% |
| 3Y | +162.6% | +65.4% | +97.2% | +132.7% |
| 5Y | +154.6% | -27.6% | +182.3% | +141.8% |
| All | +585.7% | -0.1% | +585.8% | +387.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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