+481.0%
JPM vs USB
+84.9%
+396.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.5% | -0.5% | -1.9% | -2.1% |
| 30D | +2.7% | +5.7% | -3.0% | -1.2% |
| 3M | -4.7% | -4.7% | 0.0% | -1.6% |
| 6M | +15.6% | +13.4% | +2.1% | +5.4% |
| YTD | +8.6% | +17.0% | -8.4% | -3.2% |
| 1Y | +10.9% | +32.4% | -21.5% | -9.5% |
| 3Y | +149.9% | +101.7% | +48.2% | +46.5% |
| 5Y | +131.9% | +24.4% | +107.5% | +88.0% |
| 10Y | +481.0% | +83.6% | +397.4% | +223.9% |
| All | +481.0% | +84.9% | +396.2% | +223.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling