+1,102.3%
JPM vs BR
+1,281.7%
-179.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.5% |
| 7D | -0.4% | -5.0% | +4.6% | +2.7% |
| 30D | -1.4% | -2.5% | +1.0% | -0.2% |
| 3M | +13.9% | +13.5% | +0.5% | +3.9% |
| 6M | +23.5% | -9.4% | +32.9% | +28.5% |
| YTD | +11.6% | -23.3% | +34.9% | +27.7% |
| 1Y | +21.4% | -31.6% | +53.0% | +49.2% |
| 3Y | +163.4% | -5.1% | +168.5% | +156.1% |
| 5Y | +152.5% | +8.2% | +144.3% | +116.5% |
| 10Y | +592.1% | +189.8% | +402.3% | +174.7% |
| All | +1,102.3% | +1,281.7% | -179.4% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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