+583.6%
JPM vs D
+35.9%
+547.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | -0.4% | +0.8% | -1.2% | -0.7% |
| 30D | -1.1% | -0.7% | -0.4% | -0.9% |
| 3M | +14.1% | +2.1% | +12.1% | +13.2% |
| 6M | +23.3% | +6.8% | +16.5% | +20.0% |
| YTD | +11.3% | +16.5% | -5.3% | +4.9% |
| 1Y | +23.0% | +19.2% | +3.8% | +14.8% |
| 3Y | +162.6% | +61.9% | +100.7% | +113.4% |
| 5Y | +152.8% | +6.5% | +146.2% | +141.3% |
| 10Y | +583.6% | +35.3% | +548.4% | +555.3% |
| All | +583.6% | +35.9% | +547.8% | +555.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling