+1,178.2%
JPM vs URA
-49.7%
+1,227.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | 0.0% |
| 7D | -2.5% | +2.9% | -5.4% | -3.3% |
| 30D | +2.7% | -10.8% | +13.5% | +5.8% |
| 3M | -4.7% | -25.5% | +20.8% | +2.8% |
| 6M | +15.6% | -41.2% | +56.8% | +32.4% |
| YTD | +8.6% | -21.3% | +29.9% | +11.9% |
| 1Y | +10.9% | -25.7% | +36.6% | +15.9% |
| 3Y | +149.9% | +43.1% | +106.9% | +101.2% |
| 5Y | +131.9% | +35.6% | +96.4% | +81.4% |
| 10Y | +481.0% | +281.3% | +199.7% | +174.2% |
| All | +1,178.2% | -49.7% | +1,227.9% | +1,004.1% |
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