+21.4%
JPM vs Z
-64.1%
+85.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | -0.4% | -7.1% | +6.6% | +0.3% |
| 30D | -1.4% | -4.8% | +3.4% | -1.0% |
| 3M | +13.9% | -9.3% | +23.3% | +15.1% |
| 6M | +23.5% | -29.0% | +52.5% | +28.8% |
| YTD | +11.6% | -52.9% | +64.5% | +19.8% |
| 1Y | +21.4% | -63.1% | +84.5% | +33.6% |
| All | +21.4% | -64.1% | +85.5% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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