+10.0%
JPM vs P
+9.7%
+0.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | +1.2% | -13.3% | +14.5% | +1.9% |
| 30D | +2.7% | -34.0% | +36.7% | +4.9% |
| 3M | -4.5% | +4.1% | -8.5% | -5.5% |
| 6M | +14.3% | +30.5% | -16.2% | +10.5% |
| YTD | +8.2% | +52.2% | -44.0% | +2.8% |
| 1Y | +10.0% | +10.3% | -0.3% | +5.0% |
| All | +10.0% | +9.7% | +0.3% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling