+1,174.0%
JPM vs DG
+606.1%
+567.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.2% |
| 7D | +0.3% | +8.4% | -8.1% | -1.0% |
| 30D | -0.2% | +4.9% | -5.1% | -1.0% |
| 3M | +15.9% | +29.3% | -13.5% | +10.7% |
| 6M | +20.9% | -11.3% | +32.2% | +22.7% |
| YTD | +12.9% | +1.8% | +11.1% | +11.7% |
| 1Y | +20.3% | +25.3% | -5.0% | +14.4% |
| 3Y | +160.9% | +9.1% | +151.9% | +146.5% |
| 5Y | +154.8% | -34.9% | +189.7% | +166.3% |
| 10Y | +591.1% | +108.2% | +482.9% | +432.7% |
| All | +1,174.0% | +606.1% | +567.9% | +583.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling