+152.5%
JPM vs DOW
-35.8%
+188.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | -0.4% | -6.0% | +5.6% | +1.0% |
| 30D | -1.4% | -2.7% | +1.3% | -0.9% |
| 3M | +13.9% | -10.5% | +24.4% | +16.5% |
| 6M | +23.5% | -12.4% | +36.0% | +25.0% |
| YTD | +11.6% | +30.0% | -18.4% | -1.1% |
| 1Y | +21.4% | +27.8% | -6.4% | +7.0% |
| 3Y | +163.4% | -34.9% | +198.4% | +202.1% |
| 5Y | +152.5% | -35.9% | +188.4% | +185.3% |
| All | +152.5% | -35.8% | +188.4% | +185.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling