+1,525.6%
JPM vs DLR
+3,617.4%
-2,091.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.7% |
| 7D | -0.4% | +3.4% | -3.8% | -2.2% |
| 30D | -1.1% | -2.2% | +1.1% | -0.1% |
| 3M | +14.1% | +4.7% | +9.4% | +10.2% |
| 6M | +23.3% | +9.0% | +14.3% | +16.3% |
| YTD | +11.3% | +24.1% | -12.9% | -2.5% |
| 1Y | +23.0% | +20.9% | +2.1% | +8.7% |
| 3Y | +162.6% | +60.0% | +102.5% | +89.1% |
| 5Y | +152.8% | +35.3% | +117.5% | +89.0% |
| 10Y | +583.6% | +165.8% | +417.9% | +192.8% |
| All | +1,525.6% | +3,617.4% | -2,091.8% | +90.8% |
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