+10,718.5%
JPM vs COO
+5,462.0%
+5,256.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +1.2% | +4.5% | -3.3% | +0.8% |
| 30D | +2.7% | +16.9% | -14.2% | +1.1% |
| 3M | -4.5% | -16.7% | +12.3% | -2.9% |
| 6M | +14.3% | +5.9% | +8.4% | +13.3% |
| YTD | +8.2% | -22.4% | +30.6% | +10.6% |
| 1Y | +10.0% | -10.1% | +20.1% | +10.8% |
| 3Y | +149.0% | -22.8% | +171.7% | +152.6% |
| 5Y | +131.0% | -41.4% | +172.4% | +139.8% |
| 10Y | +479.1% | +41.3% | +437.8% | +457.5% |
| All | +10,718.5% | +5,462.0% | +5,256.5% | +9,417.9% |
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