+585.7%
JPM vs DG
+99.2%
+486.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | -0.2% |
| 7D | -2.3% | -6.3% | +4.0% | -1.6% |
| 30D | -2.3% | +2.4% | -4.8% | -2.7% |
| 3M | +14.9% | +12.4% | +2.5% | +12.8% |
| 6M | +23.6% | -14.9% | +38.6% | +25.8% |
| YTD | +11.3% | -6.1% | +17.3% | +11.5% |
| 1Y | +19.9% | +17.9% | +2.0% | +16.0% |
| 3Y | +162.6% | +3.1% | +159.4% | +153.1% |
| 5Y | +154.6% | -38.7% | +193.3% | +172.5% |
| All | +585.7% | +99.2% | +486.5% | +425.8% |
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