+162.6%
JPM vs DG
+10.3%
+152.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -1.4% |
| 7D | -0.4% | -2.5% | +2.1% | -0.4% |
| 30D | -1.1% | +1.0% | -2.1% | -1.1% |
| 3M | +14.1% | +20.3% | -6.2% | +14.0% |
| 6M | +23.3% | -11.7% | +35.0% | +23.4% |
| YTD | +11.3% | -2.3% | +13.6% | +11.3% |
| 1Y | +23.0% | +20.0% | +3.0% | +23.1% |
| 3Y | +162.6% | +7.2% | +155.3% | +163.8% |
| All | +162.6% | +10.3% | +152.2% | +163.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling