+10,568.9%
JPM vs USB
+8,119.9%
+2,449.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.1% | -2.1% | -2.7% |
| 7D | -1.8% | -1.5% | -0.3% | -0.7% |
| 30D | +1.8% | +4.3% | -2.5% | -1.1% |
| 3M | -5.6% | -6.1% | +0.4% | -1.6% |
| 6M | +10.1% | +9.4% | +0.7% | +3.0% |
| YTD | +6.7% | +15.2% | -8.5% | -3.7% |
| 1Y | +10.3% | +32.8% | -22.4% | -9.9% |
| 3Y | +151.4% | +91.3% | +60.1% | +54.7% |
| 5Y | +127.3% | +22.7% | +104.6% | +80.6% |
| 10Y | +546.0% | +97.0% | +449.0% | +265.2% |
| All | +10,568.9% | +8,119.9% | +2,449.0% | +1,611.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling