+151.7%
JPM vs DG
-37.9%
+189.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -1.2% |
| 7D | -0.4% | -2.5% | +2.1% | -0.3% |
| 30D | -1.1% | +1.0% | -2.1% | -1.2% |
| 3M | +14.1% | +20.3% | -6.2% | +12.8% |
| 6M | +23.3% | -11.7% | +35.0% | +24.0% |
| YTD | +11.3% | -2.3% | +13.6% | +11.2% |
| 1Y | +23.0% | +20.0% | +3.0% | +21.3% |
| 3Y | +162.6% | +7.2% | +155.3% | +160.4% |
| All | +151.7% | -37.9% | +189.6% | +171.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling