+161.4%
JPM vs DTE
+45.3%
+116.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | 0.0% |
| 7D | -2.3% | -2.0% | -0.4% | -1.9% |
| 30D | -2.3% | -2.4% | +0.1% | -1.8% |
| 3M | +14.9% | -7.3% | +22.2% | +16.8% |
| 6M | +23.6% | -7.6% | +31.3% | +25.6% |
| YTD | +11.3% | +5.8% | +5.5% | +8.8% |
| 1Y | +19.9% | +2.3% | +17.6% | +18.3% |
| All | +161.4% | +45.3% | +116.1% | +133.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling