+16.1%
JPM vs UMC
+112.5%
-96.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.1% | +6.3% | +4.2% |
| 7D | +3.8% | -14.7% | +18.4% | +3.7% |
| 30D | +6.5% | -32.9% | +39.3% | +6.4% |
| 3M | -1.0% | -22.2% | +21.1% | -1.1% |
| 6M | +15.5% | +25.9% | -10.4% | +15.8% |
| YTD | +11.4% | +107.9% | -96.5% | +15.5% |
| 1Y | +16.1% | +115.0% | -99.0% | +19.7% |
| All | +16.1% | +112.5% | -96.5% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling