+154.6%
JPM vs DVA
+40.8%
+113.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -2.3% | -0.2% | -2.2% | -2.3% |
| 30D | -2.3% | +1.7% | -4.0% | -2.6% |
| 3M | +14.9% | -8.7% | +23.6% | +15.7% |
| 6M | +23.6% | +19.7% | +4.0% | +19.4% |
| YTD | +11.3% | +59.6% | -48.3% | +2.2% |
| 1Y | +19.9% | +37.1% | -17.2% | +12.6% |
| 3Y | +162.6% | +89.8% | +72.8% | +130.7% |
| 5Y | +154.6% | +47.4% | +107.3% | +144.1% |
| All | +154.6% | +40.8% | +113.8% | +144.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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