+21.4%
JPM vs ROL
-38.8%
+60.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | -0.4% | -3.3% | +2.9% | 0.0% |
| 30D | -1.4% | -7.2% | +5.8% | -0.6% |
| 3M | +13.9% | -27.0% | +40.9% | +18.6% |
| 6M | +23.5% | -39.5% | +63.0% | +33.4% |
| YTD | +11.6% | -41.8% | +53.4% | +21.3% |
| 1Y | +21.4% | -38.9% | +60.2% | +31.0% |
| All | +21.4% | -38.8% | +60.2% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling