+135.3%
JPM vs DOW
-28.2%
+163.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +3.5% | +5.2% | -1.7% | +2.3% |
| 30D | +3.3% | +13.2% | -9.9% | +0.2% |
| 3M | -4.2% | +10.1% | -14.3% | -6.7% |
| 6M | +16.4% | -13.1% | +29.5% | +19.8% |
| YTD | +9.5% | +46.1% | -36.6% | -5.7% |
| 1Y | +14.0% | +50.0% | -36.0% | -2.9% |
| 3Y | +153.1% | -20.2% | +173.3% | +170.2% |
| All | +135.3% | -28.2% | +163.5% | +157.1% |
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