+10,848.8%
JPM vs OMC
+6,469.3%
+4,379.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.3% |
| 7D | +3.5% | +1.9% | +1.6% | +2.5% |
| 30D | +3.3% | +12.2% | -9.0% | -3.2% |
| 3M | -4.2% | +0.6% | -4.8% | -5.1% |
| 6M | +16.4% | +21.0% | -4.6% | +3.2% |
| YTD | +9.5% | +12.4% | -2.9% | -1.1% |
| 1Y | +14.0% | +25.4% | -11.4% | -3.6% |
| 3Y | +153.1% | +29.2% | +123.9% | +102.3% |
| 5Y | +134.9% | +52.6% | +82.3% | +65.0% |
| 10Y | +485.7% | +53.6% | +432.1% | +294.3% |
| All | +10,848.8% | +6,469.3% | +4,379.5% | +1,248.7% |
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 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