+11,024.8%
JPM vs ROK
+15,675.2%
-4,650.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | -0.9% |
| 7D | -0.4% | +2.8% | -3.2% | -1.7% |
| 30D | -1.1% | -2.4% | +1.3% | -0.1% |
| 3M | +14.1% | -4.7% | +18.8% | +15.8% |
| 6M | +23.3% | +16.8% | +6.5% | +12.6% |
| YTD | +11.3% | +11.4% | -0.1% | +3.5% |
| 1Y | +23.0% | +26.2% | -3.2% | +7.3% |
| 3Y | +162.6% | +51.9% | +110.7% | +99.6% |
| 5Y | +152.8% | +46.4% | +106.4% | +88.1% |
| 10Y | +583.6% | +343.5% | +240.1% | +182.5% |
| All | +11,024.8% | +15,675.2% | -4,650.4% | +926.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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