+162.3%
JPM vs NOC
+28.0%
+134.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -0.4% | -1.6% | +1.2% | -0.2% |
| 30D | -1.4% | -10.4% | +9.0% | -0.1% |
| 3M | +13.9% | -5.6% | +19.6% | +14.7% |
| 6M | +23.5% | -30.4% | +53.9% | +27.9% |
| YTD | +11.6% | -8.5% | +20.1% | +12.2% |
| 1Y | +21.4% | -8.3% | +29.7% | +21.9% |
| All | +162.3% | +28.0% | +134.3% | +155.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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