+320.0%
JPM vs DOW
-15.8%
+335.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | +0.3% |
| 7D | +0.3% | -2.4% | +2.7% | +1.2% |
| 30D | -0.2% | +0.4% | -0.5% | -0.7% |
| 3M | +15.9% | -14.4% | +30.3% | +22.1% |
| 6M | +20.9% | -7.0% | +27.9% | +20.0% |
| YTD | +12.9% | +30.2% | -17.3% | -5.1% |
| 1Y | +20.3% | +29.2% | -8.9% | -0.4% |
| 3Y | +160.9% | -36.7% | +197.6% | +198.5% |
| 5Y | +154.8% | -37.7% | +192.5% | +187.6% |
| All | +320.0% | -15.8% | +335.8% | +232.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling