+152.5%
JPM vs DLR
+40.9%
+111.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | -0.4% | +2.9% | -3.3% | -1.1% |
| 30D | -1.4% | -1.2% | -0.3% | -1.2% |
| 3M | +13.9% | +2.9% | +11.0% | +12.9% |
| 6M | +23.5% | +6.7% | +16.9% | +21.4% |
| YTD | +11.6% | +23.9% | -12.2% | +6.0% |
| 1Y | +21.4% | +18.6% | +2.7% | +16.2% |
| 3Y | +163.4% | +59.7% | +103.8% | +132.2% |
| 5Y | +152.5% | +42.1% | +110.5% | +116.0% |
| All | +152.5% | +40.9% | +111.6% | +116.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling