+11,186.3%
JPM vs D
+2,347.4%
+8,838.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +0.3% | +1.5% | -1.2% | -0.5% |
| 30D | -0.2% | -2.6% | +2.4% | +1.2% |
| 3M | +15.9% | 0.0% | +15.9% | +15.6% |
| 6M | +20.9% | +7.4% | +13.6% | +15.7% |
| YTD | +12.9% | +15.9% | -3.0% | +3.5% |
| 1Y | +20.3% | +18.1% | +2.2% | +8.8% |
| 3Y | +160.9% | +58.4% | +102.6% | +94.4% |
| 5Y | +154.8% | +5.2% | +149.6% | +132.5% |
| 10Y | +591.1% | +35.9% | +555.2% | +411.7% |
| All | +11,186.3% | +2,347.4% | +8,838.9% | +1,251.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling