+465.0%
JPM vs DG
+105.2%
+359.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | +3.5% | +0.3% | +3.2% | +3.5% |
| 30D | +3.3% | +3.2% | 0.0% | +2.8% |
| 3M | -4.2% | +10.4% | -14.6% | -5.5% |
| 6M | +16.4% | +33.2% | -16.8% | +11.7% |
| YTD | +9.5% | +3.0% | +6.5% | +8.4% |
| 1Y | +14.0% | +31.2% | -17.2% | +9.0% |
| 3Y | +153.1% | +21.8% | +131.3% | +137.7% |
| 5Y | +134.9% | -35.0% | +169.9% | +150.6% |
| All | +465.0% | +105.2% | +359.8% | +363.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling