+6,717.4%
JPM vs O
+5,221.5%
+1,495.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.4% |
| 7D | +3.5% | -0.4% | +3.9% | +3.7% |
| 30D | +3.3% | +7.1% | -3.9% | -1.0% |
| 3M | -4.2% | -5.2% | +1.1% | -1.2% |
| 6M | +16.4% | -1.8% | +18.2% | +17.0% |
| YTD | +9.5% | +9.1% | +0.4% | +2.8% |
| 1Y | +14.0% | +9.7% | +4.3% | +6.7% |
| 3Y | +153.1% | +39.1% | +113.9% | +99.8% |
| 5Y | +134.9% | +8.4% | +126.5% | +112.1% |
| 10Y | +485.7% | +80.2% | +405.6% | +244.1% |
| All | +6,717.4% | +5,221.5% | +1,495.9% | +858.7% |
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 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