+162.3%
JPM vs OMC
+9.5%
+152.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +1.1% |
| 7D | -0.4% | -4.2% | +3.8% | +0.5% |
| 30D | -1.4% | -7.5% | +6.1% | +0.2% |
| 3M | +13.9% | +4.6% | +9.3% | +12.3% |
| 6M | +23.5% | -4.8% | +28.4% | +24.2% |
| YTD | +11.6% | -1.0% | +12.7% | +11.1% |
| 1Y | +21.4% | +3.8% | +17.5% | +18.7% |
| All | +162.3% | +9.5% | +152.8% | +149.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling