+234.6%
JPM vs ROIV
+295.0%
-60.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +18.8% | -20.2% | -2.8% |
| 7D | -0.4% | +20.2% | -20.6% | -1.8% |
| 30D | -1.1% | +14.1% | -15.3% | -2.2% |
| 3M | +14.1% | +45.6% | -31.5% | +10.8% |
| 6M | +23.3% | +44.1% | -20.8% | +19.6% |
| YTD | +11.3% | +91.2% | -79.9% | +5.6% |
| 1Y | +23.0% | +221.3% | -198.3% | +12.7% |
| 3Y | +162.6% | +229.2% | -66.7% | +138.0% |
| 5Y | +152.8% | +316.5% | -163.7% | +114.8% |
| All | +234.6% | +295.0% | -60.4% | +185.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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