+465.0%
JPM vs ROP
+185.2%
+279.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.5% | +0.8% |
| 7D | +3.5% | +0.7% | +2.8% | +3.1% |
| 30D | +3.3% | +28.8% | -25.5% | -10.0% |
| 3M | -4.2% | +21.1% | -25.2% | -14.0% |
| 6M | +16.4% | +52.5% | -36.1% | -9.4% |
| YTD | +9.5% | +8.9% | +0.6% | +2.5% |
| 1Y | +14.0% | +8.2% | +5.8% | +7.1% |
| 3Y | +153.1% | -5.2% | +158.2% | +152.6% |
| 5Y | +134.9% | +1.7% | +133.2% | +120.0% |
| All | +465.0% | +185.2% | +279.8% | +173.2% |
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