+152.7%
JPM vs ROL
+5.5%
+147.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.1% | +0.2% | +2.0% |
| 7D | +0.4% | +7.5% | -7.1% | -0.4% |
| 30D | +2.7% | +21.1% | -18.4% | +0.4% |
| 3M | -3.8% | +3.1% | -7.0% | -4.2% |
| 6M | +14.3% | -27.4% | +41.7% | +20.1% |
| YTD | +8.2% | -34.7% | +42.9% | +15.5% |
| 1Y | +11.0% | -32.9% | +43.9% | +18.0% |
| 3Y | +152.7% | +6.1% | +146.5% | +155.2% |
| All | +152.7% | +5.5% | +147.1% | +155.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling