+585.7%
JPM vs DLR
+172.7%
+412.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.6% | +0.2% |
| 7D | -2.3% | -1.3% | -1.1% | -2.0% |
| 30D | -2.3% | -2.9% | +0.5% | -1.7% |
| 3M | +14.9% | +3.2% | +11.7% | +13.5% |
| 6M | +23.6% | +3.9% | +19.8% | +21.9% |
| YTD | +11.3% | +21.4% | -10.2% | +5.3% |
| 1Y | +19.9% | +9.7% | +10.2% | +16.3% |
| 3Y | +162.6% | +56.5% | +106.0% | +127.4% |
| 5Y | +154.6% | +41.5% | +113.1% | +122.0% |
| All | +585.7% | +172.7% | +412.9% | +439.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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