+152.5%
JPM vs DIA
+63.0%
+89.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.1% | +1.2% |
| 7D | -0.4% | -1.2% | +0.8% | +1.0% |
| 30D | -1.4% | -2.7% | +1.3% | +1.8% |
| 3M | +13.9% | +3.3% | +10.7% | +9.6% |
| 6M | +23.5% | +10.4% | +13.1% | +9.8% |
| YTD | +11.6% | +10.0% | +1.7% | -0.1% |
| 1Y | +21.4% | +16.2% | +5.2% | +1.9% |
| 3Y | +163.4% | +58.7% | +104.7% | +55.1% |
| 5Y | +152.5% | +63.6% | +88.9% | +43.4% |
| All | +152.5% | +63.0% | +89.5% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling