+152.8%
JPM vs DRI
+70.3%
+82.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.8% |
| 7D | -0.4% | -1.2% | +0.8% | 0.0% |
| 30D | -1.1% | -0.4% | -0.7% | -1.1% |
| 3M | +14.1% | +9.5% | +4.6% | +9.9% |
| 6M | +23.3% | +6.5% | +16.8% | +19.6% |
| YTD | +11.3% | +18.4% | -7.1% | +3.3% |
| 1Y | +23.0% | +4.2% | +18.8% | +19.5% |
| 3Y | +162.6% | +57.1% | +105.5% | +113.9% |
| 5Y | +152.8% | +70.4% | +82.3% | +95.6% |
| All | +152.8% | +70.3% | +82.4% | +95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling