+11,186.3%
JPM vs COO
+5,988.7%
+5,197.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.8% |
| 7D | +0.3% | -2.2% | +2.5% | +0.5% |
| 30D | -0.2% | -7.0% | +6.8% | +0.5% |
| 3M | +15.9% | +12.2% | +3.7% | +14.4% |
| 6M | +20.9% | -15.1% | +36.1% | +22.7% |
| YTD | +12.9% | -15.1% | +28.0% | +14.5% |
| 1Y | +20.3% | +2.3% | +18.0% | +19.7% |
| 3Y | +160.9% | -23.7% | +184.6% | +165.4% |
| 5Y | +154.8% | -38.9% | +193.8% | +163.8% |
| 10Y | +591.1% | +49.9% | +541.2% | +562.3% |
| All | +11,186.3% | +5,988.7% | +5,197.6% | +9,761.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling