+11,186.3%
JPM vs DD
+961.9%
+10,224.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.1% |
| 7D | +0.3% | -3.5% | +3.8% | +2.1% |
| 30D | -0.2% | -10.3% | +10.1% | +5.4% |
| 3M | +15.9% | -7.5% | +23.4% | +20.2% |
| 6M | +20.9% | -8.0% | +29.0% | +24.9% |
| YTD | +12.9% | +10.5% | +2.4% | +5.4% |
| 1Y | +20.3% | +38.3% | -18.0% | -1.0% |
| 3Y | +160.9% | +42.5% | +118.5% | +103.1% |
| 5Y | +154.8% | +60.2% | +94.7% | +82.3% |
| 10Y | +591.1% | +68.9% | +522.2% | +351.2% |
| All | +11,186.3% | +961.9% | +10,224.4% | +2,367.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling