+13.5%
JPM vs BB
+49.0%
-35.5%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | -0.1% |
| 7D | +1.6% | +9.0% | -7.3% | +1.3% |
| 30D | +3.4% | +7.7% | -4.2% | +3.1% |
| 3M | -5.7% | +4.0% | -9.6% | -5.8% |
| 6M | +13.5% | +46.6% | -33.1% | +10.9% |
| All | +13.5% | +49.0% | -35.5% | +10.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling