+2,074.2%
JPM vs NDAQ
+2,666.5%
-592.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.6% |
| 7D | +1.2% | +2.9% | -1.6% | 0.0% |
| 30D | +2.7% | +17.5% | -14.8% | -4.7% |
| 3M | -4.5% | +15.4% | -19.9% | -10.8% |
| 6M | +14.3% | +24.6% | -10.3% | +2.2% |
| YTD | +8.2% | +14.4% | -6.2% | -0.3% |
| 1Y | +10.0% | +26.9% | -16.9% | -3.3% |
| 3Y | +149.0% | +119.8% | +29.1% | +68.4% |
| 5Y | +131.0% | +70.5% | +60.5% | +72.2% |
| 10Y | +479.1% | +475.8% | +3.3% | +144.5% |
| All | +2,074.2% | +2,666.5% | -592.3% | +526.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling