+19.9%
JPM vs DLR
+14.5%
+5.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +13.4% |
| 6M | +23.6% | +3.9% | +19.8% | +21.9% |
| YTD | +11.3% | +21.4% | -10.2% | +5.1% |
| 1Y | +19.9% | +9.7% | +10.2% | +15.5% |
| All | +19.9% | +14.5% | +5.4% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling