+600.6%
JPM vs Z
+25.1%
+575.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.7% |
| 7D | +0.3% | -3.0% | +3.3% | +0.7% |
| 30D | -0.2% | -4.2% | +4.0% | +0.2% |
| 3M | +15.9% | -3.7% | +19.6% | +15.9% |
| 6M | +20.9% | -24.5% | +45.5% | +24.7% |
| YTD | +12.9% | -49.3% | +62.2% | +22.4% |
| 1Y | +20.3% | -58.7% | +79.0% | +33.6% |
| 3Y | +160.9% | -34.1% | +195.1% | +164.4% |
| 5Y | +154.8% | -64.5% | +219.4% | +168.4% |
| 10Y | +591.1% | -0.5% | +591.6% | +442.6% |
| All | +600.6% | +25.1% | +575.5% | +418.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling