+16.1%
JPM vs DG
+45.3%
-29.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.5% | -4.3% | +3.7% |
| 7D | +3.8% | +12.3% | -8.5% | +3.2% |
| 30D | +6.5% | +19.3% | -12.8% | +5.8% |
| 3M | -1.0% | +11.9% | -12.9% | -1.5% |
| 6M | +15.5% | +25.0% | -9.4% | +14.4% |
| YTD | +11.4% | +8.7% | +2.7% | +11.4% |
| 1Y | +16.1% | +44.7% | -28.6% | +13.5% |
| All | +16.1% | +45.3% | -29.2% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling