+1,486.2%
JPM vs UMC
+277.8%
+1,208.4%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.1% | -6.5% | -2.8% |
| 7D | -0.4% | +6.6% | -7.0% | -2.2% |
| 30D | -1.1% | +16.6% | -17.7% | -5.3% |
| 3M | +14.1% | +11.0% | +3.1% | +8.0% |
| 6M | +23.3% | +131.3% | -108.0% | -6.4% |
| YTD | +11.3% | +182.5% | -171.2% | -21.7% |
| 1Y | +23.0% | +222.3% | -199.3% | -16.9% |
| 3Y | +162.6% | +253.0% | -90.5% | +68.4% |
| 5Y | +152.8% | +141.8% | +10.9% | +74.8% |
| 10Y | +583.6% | +1,772.2% | -1,188.6% | +128.4% |
| All | +1,486.2% | +277.8% | +1,208.4% | +394.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling