+154.6%
JPM vs BTDR
+16.5%
+138.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | -0.1% |
| 7D | -2.3% | -3.2% | +0.8% | -2.2% |
| 30D | -2.3% | +32.7% | -35.0% | -3.5% |
| 3M | +14.9% | -28.4% | +43.3% | +15.6% |
| 6M | +23.6% | +51.7% | -28.1% | +20.4% |
| YTD | +11.3% | +2.9% | +8.4% | +9.6% |
| 1Y | +19.9% | -15.5% | +35.4% | +18.2% |
| 3Y | +162.6% | 0.0% | +162.6% | +151.5% |
| 5Y | +154.6% | +16.5% | +138.2% | +138.6% |
| All | +154.6% | +16.5% | +138.2% | +138.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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