+11,026.4%
JPM vs BKR
+528.0%
+10,498.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.7% | +6.3% | +1.6% |
| 7D | -2.3% | -6.7% | +4.3% | -0.4% |
| 30D | -2.3% | -8.3% | +6.0% | +0.1% |
| 3M | +14.9% | -5.4% | +20.3% | +16.2% |
| 6M | +23.6% | +0.8% | +22.8% | +22.1% |
| YTD | +11.3% | +31.8% | -20.6% | +1.1% |
| 1Y | +19.9% | +28.6% | -8.7% | +9.3% |
| 3Y | +162.6% | +71.2% | +91.4% | +116.6% |
| 5Y | +154.6% | +179.2% | -24.6% | +74.6% |
| 10Y | +589.9% | +124.0% | +465.9% | +364.4% |
| All | +11,026.4% | +528.0% | +10,498.4% | +4,887.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling