+135.3%
JPM vs QS
-90.5%
+225.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.2% | +6.1% | +1.4% |
| 7D | +3.5% | -14.0% | +17.5% | +4.6% |
| 30D | +3.3% | -6.4% | +9.6% | +3.6% |
| 3M | -4.2% | -40.3% | +36.1% | -0.8% |
| 6M | +16.4% | -57.5% | +73.9% | +22.8% |
| YTD | +9.5% | -64.7% | +74.2% | +16.5% |
| 1Y | +14.0% | -72.9% | +86.9% | +23.5% |
| 3Y | +153.1% | -33.5% | +186.5% | +136.7% |
| All | +135.3% | -90.5% | +225.8% | +163.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 5y: compounded portfolio wealth divided by compounded QS 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…
5y analysis · Full analysis span regression · 6 months rolling