+152.8%
JPM vs DFNS
-99.9%
+252.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.4% |
| 7D | -0.4% | +0.8% | -1.2% | -0.4% |
| 30D | -1.1% | -73.2% | +72.1% | -1.2% |
| 3M | +14.1% | -72.4% | +86.6% | +14.2% |
| 6M | +23.3% | -95.2% | +118.5% | +23.2% |
| YTD | +11.3% | -98.0% | +109.3% | +11.1% |
| 1Y | +23.0% | -98.3% | +121.3% | +22.8% |
| 3Y | +162.6% | -99.9% | +262.4% | +163.5% |
| 5Y | +152.8% | -99.9% | +252.6% | +198.7% |
| All | +152.8% | -99.9% | +252.6% | +198.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling