+1,145.1%
JPM vs URA
-51.6%
+1,196.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.2% | -2.1% |
| 7D | -0.8% | -4.1% | +3.4% | +0.4% |
| 30D | +1.5% | -19.0% | +20.5% | +7.5% |
| 3M | -5.7% | -25.1% | +19.5% | +1.6% |
| 6M | +7.2% | -44.5% | +51.7% | +24.9% |
| YTD | +5.8% | -24.3% | +30.1% | +10.3% |
| 1Y | +8.8% | -28.1% | +36.9% | +14.8% |
| 3Y | +147.4% | +40.7% | +106.7% | +99.9% |
| 5Y | +125.3% | +35.5% | +89.9% | +75.6% |
| 10Y | +540.5% | +281.2% | +259.4% | +201.5% |
| All | +1,145.1% | -51.6% | +1,196.7% | +988.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling