+162.6%
JPM vs ROP
-18.5%
+181.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.4% | -0.7% |
| 7D | -0.4% | -5.4% | +5.0% | +1.1% |
| 30D | -1.1% | -1.6% | +0.5% | -0.7% |
| 3M | +14.1% | +18.8% | -4.7% | +7.4% |
| 6M | +23.3% | +8.2% | +15.1% | +19.8% |
| YTD | +11.3% | -10.5% | +21.8% | +16.7% |
| 1Y | +23.0% | -23.7% | +46.7% | +38.6% |
| 3Y | +162.6% | -17.9% | +180.4% | +177.0% |
| All | +162.6% | -18.5% | +181.1% | +177.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling