+225.4%
JPM vs ROIV
+287.3%
-61.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.6% | -2.3% | +1.9% |
| 7D | +0.4% | +13.3% | -12.9% | -0.5% |
| 30D | +2.7% | +14.8% | -12.0% | +1.7% |
| 3M | -3.8% | +11.9% | -15.8% | -4.9% |
| 6M | +14.3% | +42.4% | -28.1% | +11.0% |
| YTD | +8.2% | +87.4% | -79.2% | +2.8% |
| 1Y | +11.0% | +97.2% | -86.3% | +5.0% |
| 3Y | +152.7% | +375.7% | -223.0% | +125.9% |
| 5Y | +130.8% | +379.0% | -248.2% | +94.4% |
| All | +225.4% | +287.3% | -61.9% | +177.6% |
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