+11,062.6%
JPM vs DTE
+3,490.3%
+7,572.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.8% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -1.4% | -0.5% | -0.9% | -1.2% |
| 3M | +13.9% | -6.0% | +20.0% | +17.7% |
| 6M | +23.5% | -7.2% | +30.7% | +28.1% |
| YTD | +11.6% | +7.2% | +4.5% | +6.2% |
| 1Y | +21.4% | +4.1% | +17.3% | +17.2% |
| 3Y | +163.4% | +46.9% | +116.6% | +104.1% |
| 5Y | +152.5% | +32.9% | +119.6% | +103.7% |
| 10Y | +592.1% | +144.5% | +447.7% | +276.4% |
| All | +11,062.6% | +3,490.3% | +7,572.3% | +1,228.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling