+152.8%
JPM vs COO
-39.5%
+192.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.7% |
| 7D | -0.4% | -2.3% | +1.9% | +0.2% |
| 30D | -1.1% | -8.8% | +7.7% | +1.3% |
| 3M | +14.1% | +1.3% | +12.8% | +13.3% |
| 6M | +23.3% | -11.6% | +34.9% | +26.9% |
| YTD | +11.3% | -17.4% | +28.7% | +16.8% |
| 1Y | +23.0% | -1.6% | +24.6% | +22.4% |
| 3Y | +162.6% | -22.6% | +185.2% | +171.4% |
| 5Y | +152.8% | -40.3% | +193.1% | +181.1% |
| All | +152.8% | -39.5% | +192.2% | +181.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling