+11,026.4%
JPM vs NYT
+754.3%
+10,272.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.3% | -0.7% | -1.6% | -2.1% |
| 30D | -2.3% | +4.5% | -6.8% | -4.0% |
| 3M | +14.9% | -8.5% | +23.4% | +17.6% |
| 6M | +23.6% | -15.1% | +38.7% | +29.7% |
| YTD | +11.3% | -3.3% | +14.6% | +10.5% |
| 1Y | +19.9% | +17.0% | +2.9% | +10.3% |
| 3Y | +162.6% | +55.7% | +106.9% | +110.9% |
| 5Y | +154.6% | +38.9% | +115.8% | +105.3% |
| 10Y | +589.9% | +485.3% | +104.6% | +181.8% |
| All | +11,026.4% | +754.3% | +10,272.0% | +2,878.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling