+5,478.4%
JPM vs DRI
+8,100.2%
-2,621.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.5% | +0.8% | +1.7% |
| 7D | +0.4% | +3.1% | -2.7% | -0.7% |
| 30D | +2.7% | +16.2% | -13.5% | -3.2% |
| 3M | -3.8% | +8.4% | -12.2% | -7.3% |
| 6M | +14.3% | +19.0% | -4.7% | +5.7% |
| YTD | +8.2% | +28.8% | -20.6% | -3.5% |
| 1Y | +11.0% | +33.1% | -22.2% | -2.5% |
| 3Y | +152.7% | +70.8% | +81.9% | +97.4% |
| 5Y | +130.8% | +74.2% | +56.6% | +75.8% |
| 10Y | +506.0% | +345.5% | +160.5% | +186.6% |
| All | +5,478.4% | +8,100.2% | -2,621.8% | +1,049.1% |
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