+592.1%
JPM vs URA
+369.2%
+222.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +0.7% |
| 7D | -0.4% | +5.7% | -6.2% | -1.8% |
| 30D | -1.4% | +5.6% | -7.0% | -3.0% |
| 3M | +13.9% | +6.2% | +7.7% | +11.5% |
| 6M | +23.5% | -8.2% | +31.8% | +24.3% |
| YTD | +11.6% | +9.7% | +2.0% | +6.0% |
| 1Y | +21.4% | +17.0% | +4.4% | +11.8% |
| 3Y | +163.4% | +118.5% | +45.0% | +94.5% |
| 5Y | +152.5% | +134.3% | +18.2% | +70.9% |
| 10Y | +592.1% | +377.5% | +214.6% | +210.3% |
| All | +592.1% | +369.2% | +222.9% | +210.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling