+514.0%
NOW vs JPM
+481.5%
+32.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.2% |
| 7D | +0.3% | +3.5% | -3.2% | -1.0% |
| 30D | -27.0% | +3.3% | -30.2% | -28.0% |
| 3M | -19.6% | -4.2% | -15.5% | -18.6% |
| 6M | +17.5% | +16.4% | +1.1% | +9.9% |
| YTD | -33.3% | +9.5% | -42.8% | -36.4% |
| 1Y | -39.8% | +14.0% | -53.8% | -43.7% |
| 3Y | -19.9% | +153.1% | -173.0% | -45.7% |
| 5Y | -26.1% | +134.9% | -160.9% | -49.5% |
| All | +514.0% | +481.5% | +32.5% | +197.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 10y: compounded portfolio wealth divided by compounded JPM 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…
10y analysis · Full analysis span regression · 6 months rolling