+11,062.6%
JPM vs NI
+5,127.8%
+5,934.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.9% | +0.6% |
| 7D | -0.4% | +1.3% | -1.7% | -1.1% |
| 30D | -1.4% | -0.3% | -1.1% | -1.3% |
| 3M | +13.9% | -9.5% | +23.4% | +19.4% |
| 6M | +23.5% | -10.2% | +33.8% | +29.7% |
| YTD | +11.6% | +1.8% | +9.9% | +9.7% |
| 1Y | +21.4% | +5.7% | +15.7% | +16.6% |
| 3Y | +163.4% | +69.6% | +93.8% | +95.1% |
| 5Y | +152.5% | +95.8% | +56.7% | +69.8% |
| 10Y | +592.1% | +145.1% | +447.0% | +290.2% |
| All | +11,062.6% | +5,127.8% | +5,934.8% | +1,274.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling