+152.8%
JPM vs ROL
-2.9%
+155.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.9% |
| 7D | -0.4% | -3.4% | +3.0% | +0.3% |
| 30D | -1.1% | -6.9% | +5.8% | +0.3% |
| 3M | +14.1% | -24.6% | +38.7% | +20.4% |
| 6M | +23.3% | -39.5% | +62.8% | +36.4% |
| YTD | +11.3% | -41.1% | +52.4% | +23.6% |
| 1Y | +23.0% | -37.9% | +60.9% | +34.9% |
| 3Y | +162.6% | +0.8% | +161.8% | +154.4% |
| 5Y | +152.8% | -4.7% | +157.4% | +140.8% |
| All | +152.8% | -2.9% | +155.6% | +140.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling