+6,927.5%
JPM vs O
+5,387.7%
+1,539.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.5% |
| 7D | +0.3% | -0.7% | +1.0% | +0.7% |
| 30D | -0.2% | -1.9% | +1.7% | +0.9% |
| 3M | +15.9% | +3.8% | +12.0% | +12.8% |
| 6M | +20.9% | -4.7% | +25.7% | +23.9% |
| YTD | +12.9% | +12.5% | +0.4% | +4.2% |
| 1Y | +20.3% | +10.8% | +9.5% | +11.8% |
| 3Y | +160.9% | +28.8% | +132.2% | +115.6% |
| 5Y | +154.8% | +13.2% | +141.6% | +123.7% |
| 10Y | +591.1% | +53.5% | +537.6% | +348.6% |
| All | +6,927.5% | +5,387.7% | +1,539.8% | +871.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling