+11,186.3%
JPM vs UL
+2,661.1%
+8,525.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | +0.3% | -1.3% | +1.6% | +0.9% |
| 30D | -0.2% | +0.5% | -0.6% | -0.5% |
| 3M | +15.9% | +17.6% | -1.7% | +6.8% |
| 6M | +20.9% | -5.4% | +26.3% | +22.9% |
| YTD | +12.9% | +0.7% | +12.2% | +10.9% |
| 1Y | +20.3% | -9.3% | +29.6% | +23.6% |
| 3Y | +160.9% | +24.5% | +136.4% | +125.7% |
| 5Y | +154.8% | +23.2% | +131.6% | +116.9% |
| 10Y | +591.1% | +64.5% | +526.6% | +388.8% |
| All | +11,186.3% | +2,661.1% | +8,525.2% | +2,105.6% |
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