+162.6%
JPM vs URA
+121.0%
+41.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.6% | -1.9% |
| 7D | -0.4% | +8.1% | -8.5% | -1.6% |
| 30D | -1.1% | +5.8% | -6.9% | -2.2% |
| 3M | +14.1% | +3.4% | +10.7% | +13.0% |
| 6M | +23.3% | -2.6% | +25.9% | +22.5% |
| YTD | +11.3% | +11.2% | +0.1% | +7.3% |
| 1Y | +23.0% | +19.8% | +3.2% | +16.1% |
| 3Y | +162.6% | +121.5% | +41.1% | +112.0% |
| All | +162.6% | +121.0% | +41.5% | +112.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling