+152.8%
JPM vs URA
+131.0%
+21.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.6% | -2.0% |
| 7D | -0.4% | +8.1% | -8.5% | -1.8% |
| 30D | -1.1% | +5.8% | -6.9% | -2.3% |
| 3M | +14.1% | +3.4% | +10.7% | +12.9% |
| 6M | +23.3% | -2.6% | +25.9% | +22.5% |
| YTD | +11.3% | +11.2% | +0.1% | +7.0% |
| 1Y | +23.0% | +19.8% | +3.2% | +15.6% |
| 3Y | +162.6% | +121.5% | +41.1% | +111.4% |
| 5Y | +152.8% | +134.5% | +18.3% | +95.6% |
| All | +152.8% | +131.0% | +21.8% | +95.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling