+590.9%
JPM vs O
+54.0%
+536.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.7% | -2.9% | +2.2% | +0.5% |
| 30D | -2.5% | -4.5% | +2.1% | -0.6% |
| 3M | +14.1% | -2.6% | +16.8% | +15.2% |
| 6M | +25.1% | -5.6% | +30.7% | +27.7% |
| YTD | +12.1% | +9.3% | +2.9% | +7.3% |
| 1Y | +18.8% | +4.3% | +14.5% | +15.9% |
| 3Y | +163.4% | +27.4% | +136.0% | +131.6% |
| 5Y | +156.5% | +17.1% | +139.5% | +131.9% |
| All | +590.9% | +54.0% | +536.8% | +496.7% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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