+158.0%
JPM vs NVD
-99.2%
+257.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.3% | -1.2% |
| 7D | -0.4% | -7.7% | +7.2% | -0.9% |
| 30D | -1.1% | -5.8% | +4.7% | -1.3% |
| 3M | +14.1% | -23.2% | +37.3% | +12.8% |
| 6M | +23.3% | -49.7% | +73.0% | +19.0% |
| YTD | +11.3% | -47.7% | +59.0% | +8.0% |
| 1Y | +23.0% | -61.3% | +84.3% | +17.7% |
| 3Y | +162.6% | -99.2% | +261.7% | +119.0% |
| All | +158.0% | -99.2% | +257.2% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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