+314.8%
JPM vs NTR
+103.7%
+211.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -0.4% | +0.5% | -1.0% | -0.6% |
| 30D | -1.4% | +21.7% | -23.1% | -7.8% |
| 3M | +13.9% | +22.8% | -8.8% | +5.9% |
| 6M | +23.5% | +8.2% | +15.3% | +18.7% |
| YTD | +11.6% | +32.9% | -21.3% | -1.0% |
| 1Y | +21.4% | +45.3% | -24.0% | +3.6% |
| 3Y | +163.4% | +41.7% | +121.8% | +121.1% |
| 5Y | +152.5% | +49.8% | +102.7% | +79.0% |
| All | +314.8% | +103.7% | +211.1% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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