+149.0%
JPM vs XLB
+46.3%
+102.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +1.2% | +0.5% | +0.7% | +1.0% |
| 30D | +2.7% | +6.9% | -4.2% | -1.5% |
| 3M | -4.5% | -0.2% | -4.3% | -4.4% |
| 6M | +14.3% | +3.3% | +11.0% | +11.5% |
| YTD | +8.2% | +18.0% | -9.8% | -4.4% |
| 1Y | +10.0% | +24.2% | -14.2% | -6.3% |
| 3Y | +149.0% | +44.7% | +104.2% | +99.5% |
| All | +149.0% | +46.3% | +102.7% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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