+14.0%
JPM vs USB
+32.7%
-18.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.4% |
| 7D | +3.5% | +2.6% | +0.9% | +1.7% |
| 30D | +3.3% | +8.4% | -5.2% | -1.9% |
| 3M | -4.2% | -5.5% | +1.4% | -0.5% |
| 6M | +16.4% | +17.7% | -1.3% | +3.8% |
| YTD | +9.5% | +17.6% | -8.1% | -2.0% |
| 1Y | +14.0% | +33.9% | -19.9% | -4.8% |
| All | +14.0% | +32.7% | -18.7% | -4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling