+11,186.3%
JPM vs NOC
+16,458.4%
-5,272.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | 0.0% |
| 7D | +0.3% | -5.2% | +5.5% | +2.2% |
| 30D | -0.2% | -7.2% | +7.0% | +2.5% |
| 3M | +15.9% | -5.1% | +21.0% | +17.7% |
| 6M | +20.9% | -31.1% | +52.0% | +37.7% |
| YTD | +12.9% | -8.6% | +21.5% | +15.2% |
| 1Y | +20.3% | -9.7% | +30.0% | +23.1% |
| 3Y | +160.9% | +24.3% | +136.7% | +130.6% |
| 5Y | +154.8% | +52.6% | +102.2% | +101.4% |
| 10Y | +591.1% | +183.6% | +407.5% | +321.6% |
| All | +11,186.3% | +16,458.4% | -5,272.1% | +1,974.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling