+150.7%
JPM vs COMP
-52.0%
+202.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.7% | -11.6% | -1.7% |
| 7D | -0.8% | +13.4% | -14.2% | -1.8% |
| 30D | +1.5% | +11.1% | -9.6% | +0.5% |
| 3M | -5.7% | -18.8% | +13.2% | -4.4% |
| 6M | +7.2% | +10.5% | -3.3% | +5.7% |
| YTD | +5.8% | -3.4% | +9.2% | +4.6% |
| 1Y | +8.8% | +19.7% | -10.9% | +5.7% |
| 3Y | +147.4% | +381.6% | -234.2% | +107.7% |
| 5Y | +125.3% | -17.6% | +142.9% | +104.7% |
| All | +150.7% | -52.0% | +202.7% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling