+11,186.3%
JPM vs DOC
+2,974.4%
+8,211.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | 0.0% |
| 7D | +0.3% | -1.5% | +1.8% | +1.1% |
| 30D | -0.2% | -4.8% | +4.6% | +2.3% |
| 3M | +15.9% | +6.9% | +9.0% | +11.2% |
| 6M | +20.9% | +20.7% | +0.2% | +7.1% |
| YTD | +12.9% | +34.1% | -21.3% | -6.1% |
| 1Y | +20.3% | +22.6% | -2.3% | +4.5% |
| 3Y | +160.9% | +20.8% | +140.1% | +119.8% |
| 5Y | +154.8% | -24.9% | +179.7% | +173.4% |
| 10Y | +591.1% | -1.8% | +592.9% | +472.6% |
| All | +11,186.3% | +2,974.4% | +8,211.9% | +2,121.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling