+14.9%
JPM vs Q
+74.5%
-59.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | +0.2% |
| 7D | +1.6% | +11.5% | -9.9% | +0.4% |
| 30D | +3.4% | -0.2% | +3.6% | +3.3% |
| 3M | -5.7% | -13.6% | +7.9% | -4.3% |
| 6M | +13.5% | -27.0% | +40.6% | +16.8% |
| YTD | +8.4% | +50.5% | -42.1% | -0.9% |
| 1Y | +9.1% | +33.8% | -24.7% | +1.1% |
| All | +14.9% | +74.5% | -59.6% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 10y: compounded portfolio wealth divided by compounded Q 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…
10y analysis · Full analysis span regression · 6 months rolling