+155.3%
JPM vs DOC
-24.5%
+179.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.5% |
| 7D | +0.3% | -1.5% | +1.8% | +0.7% |
| 30D | -0.2% | -4.8% | +4.6% | +1.1% |
| 3M | +15.9% | +6.9% | +9.0% | +13.6% |
| 6M | +20.9% | +20.7% | +0.2% | +14.2% |
| YTD | +12.9% | +34.1% | -21.3% | +3.0% |
| 1Y | +20.3% | +22.6% | -2.3% | +12.5% |
| 3Y | +160.9% | +20.8% | +140.1% | +143.0% |
| All | +155.3% | -24.5% | +179.8% | +178.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling