+10.1%
JPM vs NET
+5.8%
+4.2%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -8.3% | +4.1% | -4.1% |
| 7D | -1.8% | -21.2% | +19.4% | -1.6% |
| 30D | +1.8% | -31.1% | +33.0% | +2.2% |
| 3M | -5.6% | -16.5% | +10.9% | -5.6% |
| 6M | +10.1% | 0.0% | +10.0% | +9.6% |
| All | +10.1% | +5.8% | +4.2% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 6mo: compounded portfolio wealth divided by compounded NET 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…
6mo analysis · Full analysis span regression · 6 months rolling