+465.0%
JPM vs DD
+97.1%
+367.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.3% |
| 7D | +3.5% | +5.0% | -1.5% | +1.0% |
| 30D | +3.3% | +19.7% | -16.4% | -6.0% |
| 3M | -4.2% | +7.2% | -11.4% | -8.1% |
| 6M | +16.4% | +1.0% | +15.4% | +14.6% |
| YTD | +9.5% | +29.1% | -19.6% | -6.0% |
| 1Y | +14.0% | +28.5% | -14.5% | -2.0% |
| 3Y | +153.1% | +89.4% | +63.6% | +68.5% |
| 5Y | +134.9% | +67.1% | +67.7% | +63.8% |
| All | +465.0% | +97.1% | +367.8% | +189.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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