+7.2%
JPM vs S
+39.0%
-31.7%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.5% | -0.8% |
| 7D | -0.8% | -13.4% | +12.7% | -1.0% |
| 30D | +1.5% | -14.0% | +15.5% | +1.4% |
| 3M | -5.7% | +4.9% | -10.5% | -5.0% |
| 6M | +7.2% | +42.0% | -34.8% | +10.5% |
| All | +7.2% | +39.0% | -31.7% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 6mo: compounded portfolio wealth divided by compounded S 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…
6mo analysis · Full analysis span regression · 6 months rolling