+163.8%
JPM vs USB
+95.2%
+68.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.8% |
| 7D | +0.3% | +1.4% | -1.2% | -0.5% |
| 30D | -0.2% | -1.3% | +1.1% | +0.5% |
| 3M | +15.9% | +15.2% | +0.6% | +7.2% |
| 6M | +20.9% | +18.8% | +2.1% | +9.9% |
| YTD | +12.9% | +21.0% | -8.1% | +1.7% |
| 1Y | +20.3% | +34.0% | -13.7% | +2.6% |
| All | +163.8% | +95.2% | +68.7% | +94.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling