+479.1%
JPM vs DOC
+20.3%
+458.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | +1.2% | +4.3% | -3.1% | -0.3% |
| 30D | +2.7% | +9.2% | -6.4% | -0.6% |
| 3M | -4.5% | -0.8% | -3.6% | -4.4% |
| 6M | +14.3% | +7.1% | +7.2% | +10.8% |
| YTD | +8.2% | +34.0% | -25.8% | -4.9% |
| 1Y | +10.0% | +23.2% | -13.2% | -0.1% |
| 3Y | +149.0% | +53.6% | +95.3% | +101.0% |
| 5Y | +131.0% | -20.4% | +151.5% | +144.0% |
| 10Y | +479.1% | +23.4% | +455.7% | +418.5% |
| All | +479.1% | +20.3% | +458.8% | +418.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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