+307.5%
JPM vs DFNS
-100.0%
+407.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +12.7% | -12.3% | +0.4% |
| 7D | -2.5% | -13.0% | +10.5% | -2.5% |
| 30D | +2.7% | -56.9% | +59.6% | +2.7% |
| 3M | -4.7% | -93.2% | +88.5% | -4.9% |
| 6M | +15.6% | -95.4% | +111.0% | +15.5% |
| YTD | +8.6% | -99.5% | +108.1% | +8.3% |
| 1Y | +10.9% | -99.6% | +110.5% | +10.6% |
| 3Y | +149.9% | -100.0% | +249.9% | +153.1% |
| 5Y | +131.9% | -100.0% | +231.9% | +129.7% |
| All | +307.5% | -100.0% | +407.5% | +302.7% |
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