+154.6%
JPM vs DE
+97.0%
+57.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -2.3% | -2.4% | 0.0% | -1.6% |
| 30D | -2.3% | +9.7% | -12.1% | -5.4% |
| 3M | +14.9% | +21.4% | -6.5% | +7.3% |
| 6M | +23.6% | +15.0% | +8.6% | +17.3% |
| YTD | +11.3% | +46.4% | -35.1% | -3.6% |
| 1Y | +19.9% | +45.6% | -25.7% | +3.7% |
| 3Y | +162.6% | +76.8% | +85.8% | +109.0% |
| 5Y | +154.6% | +99.4% | +55.2% | +90.5% |
| All | +154.6% | +97.0% | +57.6% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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