+271.6%
JPM vs DT
+75.7%
+195.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +3.5% | +3.1% | +0.4% | +3.0% |
| 30D | +3.3% | -29.5% | +32.8% | +9.2% |
| 3M | -4.2% | -11.7% | +7.5% | -2.7% |
| 6M | +16.4% | +29.0% | -12.6% | +9.9% |
| YTD | +9.5% | +3.4% | +6.1% | +6.8% |
| 1Y | +14.0% | -4.2% | +18.2% | +12.7% |
| 3Y | +153.1% | -12.8% | +165.9% | +151.7% |
| 5Y | +134.9% | -39.6% | +174.5% | +140.2% |
| All | +271.6% | +75.7% | +195.9% | +173.3% |
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