+135.3%
JPM vs D
+13.1%
+122.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +3.5% | -1.4% | +4.9% | +3.8% |
| 30D | +3.3% | +7.7% | -4.5% | +1.5% |
| 3M | -4.2% | -0.3% | -3.9% | -4.2% |
| 6M | +16.4% | +10.1% | +6.3% | +13.6% |
| YTD | +9.5% | +19.1% | -9.6% | +4.7% |
| 1Y | +14.0% | +15.9% | -1.9% | +9.7% |
| 3Y | +153.1% | +75.0% | +78.1% | +115.3% |
| All | +135.3% | +13.1% | +122.2% | +134.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling