+23.0%
JPM vs D
+19.1%
+3.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | -0.4% | +0.8% | -1.2% | -0.5% |
| 30D | -1.1% | -0.7% | -0.4% | -1.0% |
| 3M | +14.1% | +2.1% | +12.1% | +13.7% |
| 6M | +23.3% | +6.8% | +16.5% | +22.0% |
| YTD | +11.3% | +16.5% | -5.3% | +8.8% |
| 1Y | +23.0% | +19.2% | +3.8% | +19.7% |
| All | +23.0% | +19.1% | +3.9% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling