+161.4%
JPM vs BKR
+69.4%
+92.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.7% | +6.3% | +1.5% |
| 7D | -2.3% | -6.7% | +4.3% | -0.5% |
| 30D | -2.3% | -8.3% | +6.0% | -0.1% |
| 3M | +14.9% | -5.4% | +20.3% | +16.3% |
| 6M | +23.6% | +0.8% | +22.8% | +22.0% |
| YTD | +11.3% | +31.8% | -20.6% | -0.2% |
| 1Y | +19.9% | +28.6% | -8.7% | +7.8% |
| All | +161.4% | +69.4% | +92.0% | +109.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling