+16.1%
JPM vs EXPE
+48.9%
-32.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.5% | -6.4% | +3.1% |
| 7D | +3.8% | +14.6% | -10.9% | +2.4% |
| 30D | +6.5% | +21.4% | -14.9% | +4.4% |
| 3M | -1.0% | +1.4% | -2.4% | -1.4% |
| 6M | +15.5% | +28.6% | -13.1% | +12.5% |
| YTD | +11.4% | +12.1% | -0.8% | +8.8% |
| 1Y | +16.1% | +50.0% | -34.0% | +10.1% |
| All | +16.1% | +48.9% | -32.9% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 1y: compounded portfolio wealth divided by compounded EXPE 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…
1y analysis · Full analysis span regression · 6 months rolling