+459.5%
JPM vs DLR
+193.8%
+265.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.5% |
| 7D | +1.6% | +5.0% | -3.4% | +0.3% |
| 30D | +3.4% | +3.0% | +0.4% | +2.6% |
| 3M | -5.7% | -6.3% | +0.6% | -4.2% |
| 6M | +13.5% | -4.8% | +18.3% | +14.4% |
| YTD | +8.4% | +21.0% | -12.6% | +2.4% |
| 1Y | +9.1% | +15.1% | -6.1% | +4.3% |
| 3Y | +149.5% | +56.0% | +93.5% | +115.5% |
| 5Y | +132.6% | +39.1% | +93.5% | +103.2% |
| All | +459.5% | +193.8% | +265.7% | +336.7% |
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