+11,062.6%
JPM vs OMC
+5,687.0%
+5,375.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +2.2% |
| 7D | -0.4% | -4.2% | +3.8% | +1.8% |
| 30D | -1.4% | -7.5% | +6.1% | +2.5% |
| 3M | +13.9% | +4.6% | +9.3% | +10.0% |
| 6M | +23.5% | -4.8% | +28.4% | +25.0% |
| YTD | +11.6% | -1.0% | +12.7% | +8.3% |
| 1Y | +21.4% | +3.8% | +17.5% | +13.5% |
| 3Y | +163.4% | +10.2% | +153.2% | +130.1% |
| 5Y | +152.5% | +29.7% | +122.8% | +94.2% |
| 10Y | +592.1% | +32.3% | +559.8% | +406.5% |
| All | +11,062.6% | +5,687.0% | +5,375.6% | +1,377.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling