+161.4%
JPM vs NI
+69.0%
+92.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -2.3% | -0.6% | -1.8% | -2.2% |
| 30D | -2.3% | -1.4% | -0.9% | -2.0% |
| 3M | +14.9% | -10.6% | +25.5% | +18.4% |
| 6M | +23.6% | -9.9% | +33.5% | +26.9% |
| YTD | +11.3% | +1.2% | +10.1% | +9.8% |
| 1Y | +19.9% | +4.4% | +15.5% | +16.8% |
| All | +161.4% | +69.0% | +92.5% | +120.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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