+1,228.3%
JPM vs URA
-31.1%
+1,259.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.2% |
| 7D | +0.3% | +1.1% | -0.8% | -0.1% |
| 30D | -0.2% | +7.4% | -7.6% | -2.5% |
| 3M | +15.9% | -8.4% | +24.3% | +17.7% |
| 6M | +20.9% | -12.7% | +33.7% | +23.5% |
| YTD | +12.9% | +7.8% | +5.1% | +6.9% |
| 1Y | +20.3% | +19.5% | +0.8% | +8.8% |
| 3Y | +160.9% | +116.4% | +44.5% | +86.0% |
| 5Y | +154.8% | +134.3% | +20.5% | +65.0% |
| 10Y | +591.1% | +359.3% | +231.8% | +214.4% |
| All | +1,228.3% | -31.1% | +1,259.4% | +954.5% |
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