+152.8%
JPM vs O
+14.8%
+138.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.3% |
| 7D | -0.4% | -0.6% | +0.1% | -0.2% |
| 30D | -1.1% | -2.0% | +0.8% | -0.6% |
| 3M | +14.1% | +3.0% | +11.1% | +12.9% |
| 6M | +23.3% | -3.6% | +26.9% | +24.4% |
| YTD | +11.3% | +12.1% | -0.8% | +6.8% |
| 1Y | +23.0% | +8.9% | +14.1% | +19.1% |
| 3Y | +162.6% | +30.3% | +132.2% | +135.4% |
| 5Y | +152.8% | +13.7% | +139.0% | +140.6% |
| All | +152.8% | +14.8% | +138.0% | +140.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling