+587.9%
JPM vs DAR
+383.2%
+204.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -0.4% | -0.2% | -0.3% | -0.4% |
| 30D | -1.4% | +7.4% | -8.9% | -3.8% |
| 3M | +13.9% | +15.7% | -1.7% | +8.1% |
| 6M | +23.5% | +30.0% | -6.5% | +12.5% |
| YTD | +11.6% | +87.5% | -75.9% | -9.7% |
| 1Y | +21.4% | +113.4% | -92.0% | -6.8% |
| 3Y | +163.4% | +15.3% | +148.1% | +137.5% |
| 5Y | +152.5% | -4.3% | +156.8% | +131.2% |
| All | +587.9% | +383.2% | +204.7% | +199.8% |
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