+166.6%
JPM vs COMP
+225.1%
-58.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.5% | -1.0% |
| 7D | +0.3% | +1.4% | -1.1% | +0.2% |
| 30D | -0.2% | -13.3% | +13.2% | +0.7% |
| 3M | +15.9% | +41.1% | -25.2% | +12.9% |
| 6M | +20.9% | +17.2% | +3.8% | +18.5% |
| YTD | +12.9% | +5.2% | +7.7% | +11.2% |
| 1Y | +20.3% | +18.9% | +1.4% | +17.5% |
| All | +166.6% | +225.1% | -58.6% | +145.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling