+590.9%
JPM vs BP
+137.7%
+453.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.7% |
| 7D | -0.7% | +5.2% | -5.9% | -2.8% |
| 30D | -2.5% | +8.7% | -11.2% | -6.1% |
| 3M | +14.1% | +9.3% | +4.8% | +9.0% |
| 6M | +25.1% | +13.6% | +11.5% | +16.4% |
| YTD | +12.1% | +37.7% | -25.5% | -5.1% |
| 1Y | +18.8% | +40.6% | -21.8% | -0.8% |
| 3Y | +163.4% | +40.3% | +123.1% | +114.7% |
| 5Y | +156.5% | +141.4% | +15.1% | +51.9% |
| All | +590.9% | +137.7% | +453.1% | +299.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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