+8,550.3%
JPM vs ROP
+30,029.2%
-21,478.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.1% |
| 7D | -2.5% | -2.9% | +0.5% | -1.4% |
| 30D | +2.7% | +30.1% | -27.3% | -7.0% |
| 3M | -4.7% | +19.9% | -24.6% | -11.3% |
| 6M | +15.6% | +46.0% | -30.5% | -0.9% |
| YTD | +8.6% | +8.4% | +0.3% | +3.3% |
| 1Y | +10.9% | +8.8% | +2.1% | +5.4% |
| 3Y | +149.9% | -5.6% | +155.6% | +148.6% |
| 5Y | +131.9% | +3.0% | +128.9% | +121.7% |
| 10Y | +481.0% | +184.0% | +297.0% | +288.4% |
| All | +8,550.3% | +30,029.2% | -21,478.8% | +2,751.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling