+166.6%
JPM vs D
+63.9%
+102.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +0.3% | +1.5% | -1.2% | 0.0% |
| 30D | -0.2% | -2.6% | +2.4% | +0.3% |
| 3M | +15.9% | 0.0% | +15.9% | +15.8% |
| 6M | +20.9% | +7.4% | +13.6% | +19.2% |
| YTD | +12.9% | +15.9% | -3.0% | +9.7% |
| 1Y | +20.3% | +18.1% | +2.2% | +16.4% |
| All | +166.6% | +63.9% | +102.7% | +135.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling