+585.7%
JPM vs DD
+67.0%
+518.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.1% |
| 7D | -2.3% | -2.9% | +0.6% | -0.9% |
| 30D | -2.3% | -11.5% | +9.2% | +3.7% |
| 3M | +14.9% | -5.4% | +20.3% | +17.7% |
| 6M | +23.6% | -6.9% | +30.5% | +26.8% |
| YTD | +11.3% | +6.9% | +4.4% | +5.6% |
| 1Y | +19.9% | +35.6% | -15.7% | -0.4% |
| 3Y | +162.6% | +42.5% | +120.0% | +103.4% |
| 5Y | +154.6% | +58.5% | +96.2% | +80.2% |
| All | +585.7% | +67.0% | +518.7% | +283.0% |
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