+153.1%
JPM vs FOXA
+136.9%
+16.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | +0.1% |
| 7D | +3.5% | +2.7% | +0.8% | +2.9% |
| 30D | +3.3% | +10.0% | -6.7% | +1.1% |
| 3M | -4.2% | +5.0% | -9.2% | -5.4% |
| 6M | +16.4% | +3.4% | +13.0% | +15.1% |
| YTD | +9.5% | -5.5% | +15.0% | +11.7% |
| 1Y | +14.0% | +5.5% | +8.5% | +11.4% |
| 3Y | +153.1% | +139.3% | +13.8% | +82.0% |
| All | +153.1% | +136.9% | +16.2% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 3y: compounded portfolio wealth divided by compounded FOXA 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…
3y analysis · Full analysis span regression · 6 months rolling