+592.1%
JPM vs DRI
+348.4%
+243.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +1.0% |
| 7D | -0.4% | -4.8% | +4.4% | +1.5% |
| 30D | -1.4% | -3.9% | +2.5% | 0.0% |
| 3M | +13.9% | +5.1% | +8.9% | +11.2% |
| 6M | +23.5% | +5.5% | +18.0% | +19.9% |
| YTD | +11.6% | +16.5% | -4.8% | +3.9% |
| 1Y | +21.4% | +2.0% | +19.4% | +18.5% |
| 3Y | +163.4% | +54.5% | +108.9% | +114.1% |
| 5Y | +152.5% | +66.6% | +85.9% | +95.4% |
| 10Y | +592.1% | +353.6% | +238.5% | +240.2% |
| All | +592.1% | +348.4% | +243.7% | +240.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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