+20.3%
JPM vs BKR
+42.5%
-22.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +0.3% | +1.7% | -1.5% | +0.1% |
| 30D | -0.2% | +3.3% | -3.5% | -0.6% |
| 3M | +15.9% | -3.6% | +19.5% | +16.6% |
| 6M | +20.9% | +5.0% | +15.9% | +20.1% |
| YTD | +12.9% | +40.9% | -28.1% | +7.1% |
| 1Y | +20.3% | +39.2% | -18.9% | +13.7% |
| All | +20.3% | +42.5% | -22.2% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 1y: compounded portfolio wealth divided by compounded BKR 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…
1y analysis · Full analysis span regression · 6 months rolling