-4.2%
JPM vs NU
-2.4%
-1.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | NU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.7% | -10.8% | +0.4% |
| 7D | +3.5% | +9.9% | -6.4% | +3.0% |
| 30D | +3.3% | -11.5% | +14.7% | +2.9% |
| 3M | -4.2% | -5.1% | +0.9% | -5.0% |
| All | -4.2% | -2.4% | -1.8% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NU.
Daily Out/Under-Performance
Portfolio return minus NU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NU 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 3mo: compounded portfolio wealth divided by compounded NU 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…
3mo analysis · Full analysis span regression · Available span rolling