+154.6%
JPM vs OMC
+31.0%
+123.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.8% |
| 7D | -2.3% | -6.2% | +3.9% | -0.4% |
| 30D | -2.3% | -7.6% | +5.2% | 0.0% |
| 3M | +14.9% | +7.4% | +7.5% | +11.6% |
| 6M | +23.6% | +0.1% | +23.5% | +22.6% |
| YTD | +11.3% | +0.4% | +10.9% | +9.5% |
| 1Y | +19.9% | +7.8% | +12.1% | +14.2% |
| 3Y | +162.6% | +11.8% | +150.8% | +138.8% |
| 5Y | +154.6% | +32.5% | +122.2% | +99.0% |
| All | +154.6% | +31.0% | +123.7% | +99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling