+526.4%
JPM vs DOC
+14.9%
+511.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -3.9% | -4.1% |
| 7D | -1.8% | +6.2% | -8.0% | -4.0% |
| 30D | +1.8% | +6.5% | -4.6% | -0.6% |
| 3M | -5.6% | -6.2% | +0.6% | -3.6% |
| 6M | +10.1% | +25.6% | -15.5% | -0.1% |
| YTD | +6.7% | +32.1% | -25.4% | -5.6% |
| 1Y | +10.3% | +20.3% | -10.0% | +1.1% |
| 3Y | +151.4% | +42.7% | +108.7% | +109.7% |
| 5Y | +127.3% | -22.2% | +149.4% | +141.9% |
| All | +526.4% | +14.9% | +511.5% | +478.5% |
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