+479.1%
JPM vs DRI
+343.2%
+135.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +1.2% | +4.2% | -3.0% | -0.4% |
| 30D | +2.7% | +15.7% | -13.0% | -2.9% |
| 3M | -4.5% | +5.8% | -10.2% | -6.9% |
| 6M | +14.3% | +18.4% | -4.1% | +6.0% |
| YTD | +8.2% | +28.2% | -20.0% | -3.3% |
| 1Y | +10.0% | +35.9% | -25.9% | -4.0% |
| 3Y | +149.0% | +67.7% | +81.2% | +95.9% |
| 5Y | +131.0% | +77.9% | +53.2% | +74.4% |
| 10Y | +479.1% | +338.7% | +140.4% | +189.7% |
| All | +479.1% | +343.2% | +135.8% | +189.7% |
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