+590.9%
JPM vs NYT
+489.9%
+100.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.6% |
| 7D | -0.7% | -0.6% | -0.1% | -0.5% |
| 30D | -2.5% | +4.6% | -7.0% | -3.6% |
| 3M | +14.1% | -9.6% | +23.7% | +16.4% |
| 6M | +25.1% | -14.0% | +39.1% | +28.9% |
| YTD | +12.1% | -2.8% | +15.0% | +11.4% |
| 1Y | +18.8% | +15.6% | +3.2% | +12.3% |
| 3Y | +163.4% | +56.3% | +107.1% | +125.0% |
| 5Y | +156.5% | +39.5% | +117.0% | +119.9% |
| All | +590.9% | +489.9% | +100.9% | +279.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 10y: compounded portfolio wealth divided by compounded NYT 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…
10y analysis · Full analysis span regression · 6 months rolling