+152.8%
JPM vs BP
+131.3%
+21.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.9% | -2.1% |
| 7D | -0.4% | +0.9% | -1.3% | -0.7% |
| 30D | -1.1% | +9.1% | -10.3% | -3.5% |
| 3M | +14.1% | +3.9% | +10.2% | +12.5% |
| 6M | +23.3% | +13.6% | +9.7% | +17.5% |
| YTD | +11.3% | +34.0% | -22.8% | +0.2% |
| 1Y | +23.0% | +39.2% | -16.2% | +9.1% |
| 3Y | +162.6% | +36.4% | +126.1% | +131.2% |
| 5Y | +152.8% | +135.8% | +17.0% | +68.2% |
| All | +152.8% | +131.3% | +21.5% | +68.2% |
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