+124.0%
JPM vs URA
+33.4%
+90.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.2% | -1.7% |
| 7D | -0.8% | -4.1% | +3.4% | 0.0% |
| 30D | +1.5% | -19.0% | +20.5% | +5.4% |
| 3M | -5.7% | -25.1% | +19.5% | -0.9% |
| 6M | +7.2% | -44.5% | +51.7% | +18.8% |
| YTD | +5.8% | -24.3% | +30.1% | +8.7% |
| 1Y | +8.8% | -28.1% | +36.9% | +12.7% |
| 3Y | +147.4% | +40.7% | +106.7% | +111.5% |
| All | +124.0% | +33.4% | +90.6% | +86.9% |
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