+162.3%
JPM vs DD
+42.2%
+120.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +1.1% |
| 7D | -0.4% | -3.8% | +3.3% | +0.7% |
| 30D | -1.4% | -9.2% | +7.8% | +1.4% |
| 3M | +13.9% | -9.0% | +22.9% | +16.9% |
| 6M | +23.5% | -5.0% | +28.5% | +24.8% |
| YTD | +11.6% | +7.4% | +4.3% | +8.3% |
| 1Y | +21.4% | +35.1% | -13.7% | +9.2% |
| All | +162.3% | +42.2% | +120.1% | +128.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling