+6,662.3%
JPM vs O
+5,289.3%
+1,373.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -2.5% | +0.6% | -3.1% | -2.8% |
| 30D | +2.7% | +9.4% | -6.7% | -2.7% |
| 3M | -4.7% | -2.4% | -2.3% | -3.4% |
| 6M | +15.6% | -1.9% | +17.4% | +16.2% |
| YTD | +8.6% | +10.5% | -1.8% | +1.2% |
| 1Y | +10.9% | +10.0% | +0.9% | +3.6% |
| 3Y | +149.9% | +40.5% | +109.4% | +96.2% |
| 5Y | +131.9% | +10.2% | +121.7% | +107.3% |
| 10Y | +481.0% | +82.5% | +398.6% | +238.8% |
| All | +6,662.3% | +5,289.3% | +1,373.0% | +843.8% |
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