+592.1%
JPM vs ROP
+132.1%
+460.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +1.1% |
| 7D | -0.4% | -6.1% | +5.7% | +2.9% |
| 30D | -1.4% | -3.4% | +1.9% | +0.2% |
| 3M | +13.9% | +16.7% | -2.7% | +3.2% |
| 6M | +23.5% | +8.1% | +15.5% | +16.2% |
| YTD | +11.6% | -11.7% | +23.3% | +17.3% |
| 1Y | +21.4% | -24.2% | +45.6% | +39.3% |
| 3Y | +163.4% | -19.0% | +182.4% | +185.6% |
| 5Y | +152.5% | -15.9% | +168.4% | +161.7% |
| 10Y | +592.1% | +135.7% | +456.4% | +257.2% |
| All | +592.1% | +132.1% | +460.0% | +257.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling