+19.9%
JPM vs DT
+1.8%
+18.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.4% |
| 7D | -2.3% | -2.5% | +0.2% | -2.3% |
| 30D | -2.3% | +3.5% | -5.9% | -2.4% |
| 3M | +14.9% | +26.7% | -11.8% | +14.6% |
| 6M | +23.6% | +36.1% | -12.5% | +23.5% |
| YTD | +11.3% | +18.6% | -7.4% | +11.4% |
| 1Y | +19.9% | +7.9% | +12.0% | +20.5% |
| All | +19.9% | +1.8% | +18.1% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling