+585.7%
JPM vs DAR
+375.1%
+210.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.2% |
| 7D | -2.3% | +0.9% | -3.3% | -2.7% |
| 30D | -2.3% | +6.4% | -8.8% | -4.4% |
| 3M | +14.9% | +13.2% | +1.6% | +9.7% |
| 6M | +23.6% | +26.2% | -2.5% | +13.6% |
| YTD | +11.3% | +84.4% | -73.1% | -9.6% |
| 1Y | +19.9% | +112.0% | -92.2% | -7.8% |
| 3Y | +162.6% | +13.4% | +149.2% | +138.0% |
| 5Y | +154.6% | -6.0% | +160.6% | +134.4% |
| All | +585.7% | +375.1% | +210.6% | +200.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DAR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling