+131.0%
JPM vs COMP
-18.6%
+149.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.4% | +7.4% | +0.6% |
| 7D | +1.2% | +7.2% | -6.0% | +0.6% |
| 30D | +2.7% | +6.4% | -3.7% | +2.0% |
| 3M | -4.5% | -19.4% | +15.0% | -3.1% |
| 6M | +14.3% | +14.6% | -0.3% | +12.2% |
| YTD | +8.2% | -5.5% | +13.7% | +7.1% |
| 1Y | +10.0% | +13.7% | -3.6% | +7.2% |
| 3Y | +149.0% | +409.7% | -260.7% | +106.8% |
| 5Y | +131.0% | -17.0% | +148.1% | +111.1% |
| All | +131.0% | -18.6% | +149.7% | +111.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling