+11,110.4%
JPM vs BRO
+25,535.5%
-14,425.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -0.7% | -7.3% | +6.7% | +1.8% |
| 30D | -2.5% | -6.9% | +4.4% | -0.3% |
| 3M | +14.1% | +10.7% | +3.5% | +9.6% |
| 6M | +25.1% | -2.7% | +27.8% | +24.8% |
| YTD | +12.1% | -16.3% | +28.4% | +17.2% |
| 1Y | +18.8% | -29.1% | +47.9% | +30.6% |
| 3Y | +163.4% | -7.8% | +171.3% | +162.6% |
| 5Y | +156.5% | +18.7% | +137.8% | +132.4% |
| 10Y | +595.1% | +291.9% | +303.2% | +341.5% |
| All | +11,110.4% | +25,535.5% | -14,425.0% | +5,271.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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