+124.0%
JPM vs ROIV
+378.2%
-254.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.2% | -7.0% | -1.3% |
| 7D | -0.8% | +5.3% | -6.1% | -1.2% |
| 30D | +1.5% | +11.9% | -10.4% | +0.6% |
| 3M | -5.7% | +10.7% | -16.4% | -6.7% |
| 6M | +7.2% | +34.9% | -27.7% | +4.3% |
| YTD | +5.8% | +79.2% | -73.4% | +0.4% |
| 1Y | +8.8% | +89.0% | -80.2% | +2.8% |
| 3Y | +147.4% | +337.3% | -189.9% | +120.2% |
| All | +124.0% | +378.2% | -254.2% | +84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling