+692.1%
JPM vs QSR
+206.0%
+486.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.0% |
| 7D | -0.4% | -2.4% | +1.9% | +0.5% |
| 30D | -1.4% | +5.7% | -7.1% | -3.8% |
| 3M | +13.9% | +6.9% | +7.0% | +10.3% |
| 6M | +23.5% | +6.9% | +16.7% | +19.0% |
| YTD | +11.6% | +14.9% | -3.3% | +4.0% |
| 1Y | +21.4% | +29.1% | -7.7% | +7.1% |
| 3Y | +163.4% | +26.1% | +137.3% | +129.2% |
| 5Y | +152.5% | +42.3% | +110.2% | +105.3% |
| 10Y | +592.1% | +134.0% | +458.2% | +335.9% |
| All | +692.1% | +206.0% | +486.1% | +352.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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