+152.5%
JPM vs DT
-28.0%
+180.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -0.4% | -0.5% | +0.1% | -0.3% |
| 30D | -1.4% | +0.1% | -1.5% | -1.5% |
| 3M | +13.9% | +24.1% | -10.2% | +9.4% |
| 6M | +23.5% | +30.1% | -6.6% | +16.8% |
| YTD | +11.6% | +16.8% | -5.1% | +7.4% |
| 1Y | +21.4% | -0.1% | +21.5% | +20.2% |
| 3Y | +163.4% | +6.8% | +156.6% | +154.9% |
| 5Y | +152.5% | -28.4% | +180.9% | +143.2% |
| All | +152.5% | -28.0% | +180.5% | +143.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling