+11,186.3%
JPM vs DE
+14,847.5%
-3,661.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +0.3% | +10.0% | -9.7% | -4.1% |
| 30D | -0.2% | +13.3% | -13.5% | -6.1% |
| 3M | +15.9% | +17.5% | -1.6% | +6.9% |
| 6M | +20.9% | +13.6% | +7.4% | +12.8% |
| YTD | +12.9% | +49.8% | -36.9% | -8.0% |
| 1Y | +20.3% | +47.9% | -27.6% | -1.8% |
| 3Y | +160.9% | +72.5% | +88.4% | +94.1% |
| 5Y | +154.8% | +90.2% | +64.6% | +74.8% |
| 10Y | +591.1% | +865.4% | -274.3% | +119.7% |
| All | +11,186.3% | +14,847.5% | -3,661.2% | +1,004.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling