+152.8%
JPM vs DAR
-8.5%
+161.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.4% | -2.0% |
| 7D | -0.4% | -0.9% | +0.5% | -0.3% |
| 30D | -1.1% | +13.0% | -14.1% | -3.6% |
| 3M | +14.1% | +15.0% | -0.9% | +10.6% |
| 6M | +23.3% | +26.8% | -3.5% | +16.7% |
| YTD | +11.3% | +86.4% | -75.1% | -2.9% |
| 1Y | +23.0% | +115.1% | -92.1% | +3.5% |
| 3Y | +162.6% | +14.6% | +147.9% | +148.7% |
| 5Y | +152.8% | -8.8% | +161.5% | +147.2% |
| All | +152.8% | -8.5% | +161.3% | +147.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling