+280.5%
JPM vs DT
+100.3%
+180.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.4% | +0.9% |
| 7D | -0.7% | -1.6% | +0.9% | -0.4% |
| 30D | -2.5% | +3.0% | -5.5% | -3.1% |
| 3M | +14.1% | +26.5% | -12.4% | +9.1% |
| 6M | +25.1% | +35.9% | -10.8% | +17.1% |
| YTD | +12.1% | +17.8% | -5.7% | +7.4% |
| 1Y | +18.8% | +4.1% | +14.8% | +16.3% |
| 3Y | +163.4% | +5.3% | +158.1% | +154.5% |
| 5Y | +156.5% | -27.2% | +183.7% | +154.5% |
| All | +280.5% | +100.3% | +180.2% | +175.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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