+155.3%
JPM vs COMP
-31.2%
+186.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.9% |
| 3M | +15.9% | +41.1% | -25.2% | +12.3% |
| 6M | +20.9% | +17.2% | +3.8% | +18.2% |
| YTD | +12.9% | +5.2% | +7.7% | +11.1% |
| 1Y | +20.3% | +18.9% | +1.4% | +16.8% |
| 3Y | +160.9% | +215.9% | -55.0% | +126.4% |
| All | +155.3% | -31.2% | +186.5% | +143.9% |
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