+8,889.6%
JPM vs ROP
+25,523.2%
-16,633.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.6% | +0.4% |
| 7D | +0.3% | -4.4% | +4.7% | +1.9% |
| 30D | -0.2% | +3.2% | -3.4% | -1.4% |
| 3M | +15.9% | +23.1% | -7.2% | +6.5% |
| 6M | +20.9% | +13.3% | +7.6% | +14.2% |
| YTD | +12.9% | -7.9% | +20.7% | +14.5% |
| 1Y | +20.3% | -22.1% | +42.4% | +29.6% |
| 3Y | +160.9% | -16.8% | +177.7% | +173.1% |
| 5Y | +154.8% | -13.5% | +168.4% | +160.8% |
| 10Y | +591.1% | +137.7% | +453.4% | +395.2% |
| All | +8,889.6% | +25,523.2% | -16,633.6% | +3,059.3% |
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