+162.3%
JPM vs DOW
-35.5%
+197.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -0.4% | -6.0% | +5.6% | +0.4% |
| 30D | -1.4% | -2.7% | +1.3% | -1.1% |
| 3M | +13.9% | -10.5% | +24.4% | +15.6% |
| 6M | +23.5% | -12.4% | +36.0% | +24.3% |
| YTD | +11.6% | +30.0% | -18.4% | +2.6% |
| 1Y | +21.4% | +27.8% | -6.4% | +11.4% |
| All | +162.3% | -35.5% | +197.7% | +196.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling