+314.1%
JPM vs DOW
-15.2%
+329.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.7% |
| 7D | -2.3% | -2.4% | 0.0% | -1.4% |
| 30D | -2.3% | -4.1% | +1.7% | -1.0% |
| 3M | +14.9% | -12.4% | +27.3% | +20.0% |
| 6M | +23.6% | -10.6% | +34.3% | +25.1% |
| YTD | +11.3% | +31.1% | -19.8% | -6.7% |
| 1Y | +19.9% | +30.5% | -10.6% | -1.1% |
| 3Y | +162.6% | -34.4% | +197.0% | +194.7% |
| 5Y | +154.6% | -35.5% | +190.1% | +182.1% |
| All | +314.1% | -15.2% | +329.3% | +226.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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