+4,291.9%
JPM vs DVA
+5,081.6%
-789.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.0% |
| 7D | -0.4% | +2.2% | -2.6% | -0.8% |
| 30D | -1.1% | -2.0% | +0.9% | -0.8% |
| 3M | +14.1% | -6.3% | +20.4% | +14.9% |
| 6M | +23.3% | +19.4% | +3.9% | +17.9% |
| YTD | +11.3% | +58.5% | -47.2% | +0.3% |
| 1Y | +23.0% | +33.9% | -10.9% | +14.2% |
| 3Y | +162.6% | +88.4% | +74.1% | +123.9% |
| 5Y | +152.8% | +39.5% | +113.3% | +122.8% |
| 10Y | +583.6% | +179.5% | +404.2% | +416.6% |
| All | +4,291.9% | +5,081.6% | -789.7% | +2,211.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling