+2,168.2%
JPM vs NDAQ
+2,327.9%
-159.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +0.9% | -0.1% |
| 7D | +0.3% | -2.4% | +2.7% | +1.4% |
| 30D | -0.2% | +2.5% | -2.6% | -1.3% |
| 3M | +15.9% | +9.9% | +6.0% | +10.2% |
| 6M | +20.9% | +9.4% | +11.5% | +14.7% |
| YTD | +12.9% | +0.4% | +12.5% | +10.8% |
| 1Y | +20.3% | +4.0% | +16.3% | +15.8% |
| 3Y | +160.9% | +94.4% | +66.6% | +86.9% |
| 5Y | +154.8% | +56.7% | +98.1% | +97.5% |
| 10Y | +591.1% | +375.3% | +215.8% | +219.0% |
| All | +2,168.2% | +2,327.9% | -159.6% | +595.5% |
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