+5,490.5%
JPM vs DRI
+8,033.5%
-2,543.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +1.6% | -0.3% | +2.0% | +1.8% |
| 30D | +3.4% | +10.8% | -7.4% | -0.7% |
| 3M | -5.7% | +0.9% | -6.6% | -6.4% |
| 6M | +13.5% | +16.3% | -2.8% | +5.9% |
| YTD | +8.4% | +27.8% | -19.3% | -3.0% |
| 1Y | +9.1% | +33.9% | -24.8% | -4.3% |
| 3Y | +149.5% | +67.2% | +82.3% | +96.5% |
| 5Y | +132.6% | +79.0% | +53.6% | +75.3% |
| 10Y | +480.0% | +332.2% | +147.9% | +177.6% |
| All | +5,490.5% | +8,033.5% | -2,543.0% | +1,055.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling