+592.1%
JPM vs COO
+36.7%
+555.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.2% | +6.6% | +2.6% |
| 7D | -0.4% | -9.0% | +8.5% | +2.9% |
| 30D | -1.4% | -16.8% | +15.4% | +5.2% |
| 3M | +13.9% | -7.5% | +21.4% | +16.5% |
| 6M | +23.5% | -16.3% | +39.8% | +30.7% |
| YTD | +11.6% | -22.5% | +34.2% | +21.5% |
| 1Y | +21.4% | -7.0% | +28.4% | +22.7% |
| 3Y | +163.4% | -27.5% | +190.9% | +181.6% |
| 5Y | +152.5% | -43.3% | +195.8% | +194.6% |
| 10Y | +592.1% | +37.6% | +554.6% | +560.3% |
| All | +592.1% | +36.7% | +555.4% | +560.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling