+14.0%
JPM vs COMP
+7.7%
+6.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.8% |
| 7D | +3.5% | 0.0% | +3.5% | +3.4% |
| 30D | +3.3% | +16.6% | -13.3% | +1.4% |
| 3M | -4.2% | -23.5% | +19.3% | -2.0% |
| 6M | +16.4% | +25.7% | -9.3% | +12.5% |
| YTD | +9.5% | -3.4% | +12.9% | +10.6% |
| 1Y | +14.0% | +7.6% | +6.4% | +18.0% |
| All | +14.0% | +7.7% | +6.3% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling