+6.8%
NOW vs JPM
+154.0%
-147.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.0% | -2.6% |
| 7D | -2.4% | +0.3% | -2.7% | -2.5% |
| 30D | +20.5% | -0.2% | +20.7% | +20.5% |
| 3M | +18.3% | +15.9% | +2.5% | +10.4% |
| 6M | +24.1% | +20.9% | +3.1% | +12.9% |
| YTD | -7.8% | +12.9% | -20.7% | -13.6% |
| 1Y | -21.4% | +20.3% | -41.7% | -29.0% |
| 3Y | +19.5% | +160.9% | -141.4% | -28.2% |
| All | +6.8% | +154.0% | -147.2% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling