+131.0%
JPM vs BP
+101.9%
+29.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.2% | -6.3% | +7.5% | +2.8% |
| 30D | +2.7% | -3.6% | +6.3% | +3.4% |
| 3M | -4.5% | +5.2% | -9.7% | -6.2% |
| 6M | +14.3% | +5.3% | +9.0% | +11.7% |
| YTD | +8.2% | +33.1% | -24.9% | -2.7% |
| 1Y | +10.0% | +26.3% | -16.3% | +0.5% |
| 3Y | +149.0% | +47.5% | +101.4% | +112.5% |
| 5Y | +131.0% | +106.2% | +24.9% | +64.4% |
| All | +131.0% | +101.9% | +29.1% | +64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling