+1,135.9%
JPM vs DG
+614.5%
+521.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | +3.5% | +0.3% | +3.2% | +3.4% |
| 30D | +3.3% | +3.2% | 0.0% | +2.7% |
| 3M | -4.2% | +10.4% | -14.6% | -5.9% |
| 6M | +16.4% | +33.2% | -16.8% | +10.4% |
| YTD | +9.5% | +3.0% | +6.5% | +8.0% |
| 1Y | +14.0% | +31.2% | -17.2% | +7.6% |
| 3Y | +153.1% | +21.8% | +131.3% | +133.4% |
| 5Y | +134.9% | -35.0% | +169.9% | +145.6% |
| 10Y | +485.7% | +106.0% | +379.7% | +352.4% |
| All | +1,135.9% | +614.5% | +521.3% | +560.6% |
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