+342.7%
JPM vs EQX
+232.0%
+110.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.9% | +0.7% |
| 7D | -0.7% | -3.2% | +2.5% | -0.5% |
| 30D | -2.5% | +7.8% | -10.2% | -2.8% |
| 3M | +14.1% | +21.3% | -7.2% | +13.1% |
| 6M | +25.1% | -22.4% | +47.5% | +25.7% |
| YTD | +12.1% | -11.3% | +23.4% | +11.9% |
| 1Y | +18.8% | +13.5% | +5.3% | +17.5% |
| 3Y | +163.4% | +162.1% | +1.3% | +150.4% |
| 5Y | +156.5% | +84.2% | +72.4% | +140.4% |
| All | +342.7% | +232.0% | +110.6% | +376.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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