+156.4%
JPM vs COMP
-49.2%
+205.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.7% | -3.4% | +1.8% |
| 7D | +0.4% | +14.5% | -14.1% | -0.7% |
| 30D | +2.7% | +14.9% | -12.2% | +1.4% |
| 3M | -3.8% | -14.2% | +10.4% | -3.0% |
| 6M | +14.3% | +23.7% | -9.4% | +11.6% |
| YTD | +8.2% | +2.1% | +6.1% | +6.5% |
| 1Y | +11.0% | +26.2% | -15.2% | +7.3% |
| 3Y | +152.7% | +470.9% | -318.2% | +109.1% |
| 5Y | +130.8% | -14.0% | +144.8% | +108.9% |
| All | +156.4% | -49.2% | +205.7% | +130.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling