+10,718.8%
JPM vs ROL
+9,763.6%
+955.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.1% | +0.2% | +1.4% |
| 7D | +0.4% | +7.5% | -7.1% | -2.7% |
| 30D | +2.7% | +21.1% | -18.4% | -5.6% |
| 3M | -3.8% | +3.1% | -7.0% | -5.8% |
| 6M | +14.3% | -27.4% | +41.7% | +29.2% |
| YTD | +8.2% | -34.7% | +42.9% | +27.4% |
| 1Y | +11.0% | -32.9% | +43.9% | +29.1% |
| 3Y | +152.7% | +6.1% | +146.5% | +134.3% |
| 5Y | +130.8% | +16.3% | +114.5% | +99.3% |
| 10Y | +506.0% | +214.9% | +291.1% | +207.1% |
| All | +10,718.8% | +9,763.6% | +955.3% | +1,347.9% |
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