+481.0%
JPM vs DAR
+290.1%
+190.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.1% | -4.7% | -1.1% |
| 7D | -2.5% | +3.6% | -6.1% | -3.5% |
| 30D | +2.7% | -11.3% | +14.0% | +6.2% |
| 3M | -4.7% | -13.1% | +8.4% | -1.2% |
| 6M | +15.6% | -15.1% | +30.7% | +19.9% |
| YTD | +8.6% | +50.5% | -41.9% | -6.6% |
| 1Y | +10.9% | +57.9% | -47.0% | -6.3% |
| 3Y | +149.9% | +28.9% | +121.0% | +112.8% |
| 5Y | +131.9% | -31.4% | +163.4% | +138.2% |
| 10Y | +481.0% | +301.0% | +180.0% | +165.3% |
| All | +481.0% | +290.1% | +190.9% | +165.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling