+130.8%
JPM vs ROL
+16.0%
+114.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.1% | +0.2% | +1.9% |
| 7D | +0.4% | +7.5% | -7.1% | -1.0% |
| 30D | +2.7% | +21.1% | -18.4% | -1.0% |
| 3M | -3.8% | +3.1% | -7.0% | -4.5% |
| 6M | +14.3% | -27.4% | +41.7% | +22.1% |
| YTD | +8.2% | -34.7% | +42.9% | +18.1% |
| 1Y | +11.0% | -32.9% | +43.9% | +20.4% |
| 3Y | +152.7% | +6.1% | +146.5% | +142.1% |
| 5Y | +130.8% | +16.3% | +114.5% | +113.0% |
| All | +130.8% | +16.0% | +114.8% | +113.0% |
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 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