+149.0%
JPM vs COMP
+423.0%
-274.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.4% | +7.4% | +0.5% |
| 7D | +1.2% | +7.2% | -6.0% | +0.7% |
| 30D | +2.7% | +6.4% | -3.7% | +2.1% |
| 3M | -4.5% | -19.4% | +15.0% | -3.3% |
| 6M | +14.3% | +14.6% | -0.3% | +12.6% |
| YTD | +8.2% | -5.5% | +13.7% | +7.2% |
| 1Y | +10.0% | +13.7% | -3.6% | +7.8% |
| 3Y | +149.0% | +409.7% | -260.7% | +126.4% |
| All | +149.0% | +423.0% | -274.1% | +126.4% |
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