+318.9%
JPM vs DFNS
-99.9%
+418.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +5.0% | +0.3% |
| 7D | -0.4% | +4.6% | -5.1% | -0.4% |
| 30D | -1.4% | -73.9% | +72.5% | -1.5% |
| 3M | +13.9% | -71.7% | +85.7% | +14.0% |
| 6M | +23.5% | -94.6% | +118.1% | +23.5% |
| YTD | +11.6% | -98.1% | +109.7% | +11.5% |
| 1Y | +21.4% | -98.3% | +119.7% | +21.2% |
| 3Y | +163.4% | -99.9% | +263.3% | +167.0% |
| 5Y | +152.5% | -99.9% | +252.4% | +150.1% |
| All | +318.9% | -99.9% | +418.8% | +314.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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