-26.4%
NOW vs JPM
+124.0%
-150.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | 0.0% |
| 7D | -3.0% | -0.8% | -2.2% | -2.7% |
| 30D | -26.0% | +1.5% | -27.5% | -26.7% |
| 3M | -13.1% | -5.7% | -7.5% | -11.3% |
| 6M | +14.5% | +7.2% | +7.3% | +9.7% |
| YTD | -33.4% | +5.8% | -39.2% | -36.2% |
| 1Y | -40.6% | +8.8% | -49.4% | -44.1% |
| 3Y | -16.3% | +147.4% | -163.7% | -49.5% |
| All | -26.4% | +124.0% | -150.4% | -58.6% |
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