+152.9%
JPM vs COMP
-56.6%
+209.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -8.2% | +4.0% | -3.5% |
| 7D | -1.8% | -1.8% | 0.0% | -1.7% |
| 30D | +1.8% | -0.8% | +2.6% | +1.8% |
| 3M | -5.6% | -28.1% | +22.5% | -3.3% |
| 6M | +10.1% | +27.0% | -16.9% | +7.1% |
| YTD | +6.7% | -12.8% | +19.5% | +6.4% |
| 1Y | +10.3% | +4.9% | +5.4% | +8.3% |
| 3Y | +151.4% | +321.0% | -169.6% | +113.5% |
| 5Y | +127.3% | -25.6% | +152.8% | +108.3% |
| All | +152.9% | -56.6% | +209.5% | +130.4% |
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