+590.9%
JPM vs DTE
+137.8%
+453.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.4% |
| 7D | -0.7% | -2.6% | +1.9% | +0.6% |
| 30D | -2.5% | -4.4% | +1.9% | -0.2% |
| 3M | +14.1% | -8.3% | +22.5% | +19.0% |
| 6M | +25.1% | -8.1% | +33.2% | +29.8% |
| YTD | +12.1% | +4.4% | +7.7% | +8.4% |
| 1Y | +18.8% | +0.2% | +18.6% | +17.3% |
| 3Y | +163.4% | +42.6% | +120.8% | +109.8% |
| 5Y | +156.5% | +31.5% | +125.1% | +110.1% |
| All | +590.9% | +137.8% | +453.0% | +375.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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