+460.4%
JPM vs ROP
+183.8%
+276.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | 0.0% |
| 7D | -2.5% | -2.9% | +0.5% | -1.0% |
| 30D | +2.7% | +30.1% | -27.3% | -10.9% |
| 3M | -4.7% | +19.9% | -24.6% | -14.0% |
| 6M | +15.6% | +46.0% | -30.5% | -7.9% |
| YTD | +8.6% | +8.4% | +0.3% | +1.9% |
| 1Y | +10.9% | +8.8% | +2.1% | +3.8% |
| 3Y | +149.9% | -5.6% | +155.6% | +150.1% |
| 5Y | +131.9% | +3.0% | +128.9% | +115.2% |
| All | +460.4% | +183.8% | +276.6% | +171.7% |
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