+165.0%
JPM vs BTDR
+23.3%
+141.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.4% |
| 7D | -0.4% | +14.8% | -15.2% | -1.0% |
| 30D | -1.4% | +41.8% | -43.2% | -2.8% |
| 3M | +13.9% | -29.2% | +43.1% | +14.7% |
| 6M | +23.5% | +66.2% | -42.6% | +19.9% |
| YTD | +11.6% | +10.0% | +1.7% | +9.7% |
| 1Y | +21.4% | -11.0% | +32.3% | +19.4% |
| 3Y | +163.4% | +6.9% | +156.5% | +151.8% |
| 5Y | +152.5% | +24.7% | +127.8% | +140.2% |
| All | +165.0% | +23.3% | +141.7% | +150.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling