+10,742.2%
JPM vs UL
+2,739.8%
+8,002.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.3% |
| 7D | +1.6% | -2.5% | +4.1% | +2.8% |
| 30D | +3.4% | +5.7% | -2.2% | +0.7% |
| 3M | -5.7% | +7.0% | -12.6% | -8.9% |
| 6M | +13.5% | +16.1% | -2.5% | +4.9% |
| YTD | +8.4% | +3.6% | +4.9% | +4.9% |
| 1Y | +9.1% | -1.4% | +10.4% | +7.7% |
| 3Y | +149.5% | +34.1% | +115.4% | +107.9% |
| 5Y | +132.6% | +32.0% | +100.6% | +91.1% |
| 10Y | +480.0% | +104.7% | +375.3% | +267.3% |
| All | +10,742.2% | +2,739.8% | +8,002.4% | +1,985.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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