+590.9%
JPM vs OMC
+34.2%
+556.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +1.0% |
| 7D | -0.7% | -4.4% | +3.7% | +1.4% |
| 30D | -2.5% | -7.6% | +5.2% | +1.1% |
| 3M | +14.1% | +4.5% | +9.6% | +10.6% |
| 6M | +25.1% | -0.3% | +25.3% | +23.6% |
| YTD | +12.1% | -0.1% | +12.2% | +8.9% |
| 1Y | +18.8% | +4.6% | +14.2% | +11.6% |
| 3Y | +163.4% | +10.5% | +153.0% | +130.6% |
| 5Y | +156.5% | +31.7% | +124.8% | +92.2% |
| All | +590.9% | +34.2% | +556.6% | +367.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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