+165.1%
JPM vs OSCR
-9.5%
+174.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.5% |
| 7D | -2.3% | +1.1% | -3.4% | -2.4% |
| 30D | -2.3% | +16.5% | -18.8% | -3.2% |
| 3M | +14.9% | +17.0% | -2.1% | +13.7% |
| 6M | +23.6% | +145.0% | -121.3% | +17.3% |
| YTD | +11.3% | +126.7% | -115.4% | +5.9% |
| 1Y | +19.9% | +67.2% | -47.4% | +15.2% |
| 3Y | +162.6% | +405.1% | -242.5% | +130.5% |
| 5Y | +154.6% | +86.2% | +68.5% | +119.1% |
| All | +165.1% | -9.5% | +174.6% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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