+1,499.9%
JPM vs DLR
+3,455.1%
-1,955.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +2.0% |
| 7D | +3.5% | +3.3% | +0.2% | +1.7% |
| 30D | +3.3% | +4.6% | -1.3% | +0.6% |
| 3M | -4.2% | -8.3% | +4.1% | -0.2% |
| 6M | +16.4% | -5.6% | +22.0% | +18.3% |
| YTD | +9.5% | +18.7% | -9.2% | -2.2% |
| 1Y | +14.0% | +17.1% | -3.1% | +2.5% |
| 3Y | +153.1% | +54.4% | +98.7% | +86.0% |
| 5Y | +134.9% | +36.5% | +98.4% | +74.4% |
| 10Y | +485.7% | +187.7% | +298.0% | +137.4% |
| All | +1,499.9% | +3,455.1% | -1,955.2% | +91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling