+10,478.8%
JPM vs RF
+1,423.8%
+9,054.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.7% |
| 7D | -0.8% | -0.9% | +0.2% | -0.2% |
| 30D | +1.5% | +6.0% | -4.5% | -1.6% |
| 3M | -5.7% | -8.9% | +3.2% | -1.0% |
| 6M | +7.2% | +2.3% | +4.9% | +5.7% |
| YTD | +5.8% | +7.6% | -1.7% | +1.4% |
| 1Y | +8.8% | +21.2% | -12.4% | -2.1% |
| 3Y | +147.4% | +108.5% | +38.9% | +64.4% |
| 5Y | +125.3% | +43.2% | +82.1% | +76.1% |
| 10Y | +540.5% | +288.1% | +252.5% | +184.6% |
| All | +10,478.8% | +1,423.8% | +9,054.9% | +1,389.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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