+162.6%
JPM vs NDAQ
+91.7%
+70.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.7% |
| 7D | -0.4% | -2.6% | +2.2% | +0.6% |
| 30D | -1.1% | +0.5% | -1.6% | -1.3% |
| 3M | +14.1% | +9.9% | +4.2% | +9.4% |
| 6M | +23.3% | +8.2% | +15.1% | +18.3% |
| YTD | +11.3% | -1.5% | +12.8% | +11.0% |
| 1Y | +23.0% | +1.3% | +21.7% | +20.7% |
| 3Y | +162.6% | +92.6% | +70.0% | +97.9% |
| All | +162.6% | +91.7% | +70.8% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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