+10.0%
JPM vs DOCS
-40.0%
+50.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | +1.2% | -0.6% | +1.8% | +1.3% |
| 30D | +2.7% | +6.3% | -3.6% | +2.6% |
| 3M | -4.5% | +26.5% | -30.9% | -5.0% |
| 6M | +14.3% | +24.8% | -10.5% | +14.0% |
| YTD | +8.2% | -26.8% | +35.0% | +12.3% |
| 1Y | +10.0% | -38.3% | +48.3% | +16.2% |
| All | +10.0% | -40.0% | +50.0% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 1y: compounded portfolio wealth divided by compounded DOCS 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…
1y analysis · Full analysis span regression · 6 months rolling