+585.7%
JPM vs DIA
+250.4%
+335.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.4% |
| 7D | -2.3% | -3.0% | +0.7% | +1.3% |
| 30D | -2.3% | -3.0% | +0.7% | +1.3% |
| 3M | +14.9% | +4.5% | +10.4% | +8.9% |
| 6M | +23.6% | +9.8% | +13.9% | +10.3% |
| YTD | +11.3% | +9.3% | +2.0% | 0.0% |
| 1Y | +19.9% | +16.0% | +3.9% | +0.4% |
| 3Y | +162.6% | +57.7% | +104.9% | +52.4% |
| 5Y | +154.6% | +63.8% | +90.9% | +41.6% |
| All | +585.7% | +250.4% | +335.3% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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