+11,186.3%
JPM vs ROL
+9,030.3%
+2,156.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.4% | -1.1% |
| 7D | +0.3% | -1.4% | +1.7% | +0.9% |
| 30D | -0.2% | -4.1% | +3.9% | +1.6% |
| 3M | +15.9% | -22.5% | +38.4% | +28.3% |
| 6M | +20.9% | -37.7% | +58.6% | +46.8% |
| YTD | +12.9% | -39.6% | +52.5% | +38.2% |
| 1Y | +20.3% | -36.0% | +56.3% | +43.1% |
| 3Y | +160.9% | -5.1% | +166.1% | +154.4% |
| 5Y | +154.8% | -3.4% | +158.2% | +139.1% |
| 10Y | +591.1% | +215.2% | +375.8% | +250.6% |
| All | +11,186.3% | +9,030.3% | +2,156.0% | +1,471.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling