+72.4%
UBER vs JPM
+287.3%
-214.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.7% |
| 7D | -5.4% | -0.7% | -4.7% | -5.0% |
| 30D | -4.9% | -2.5% | -2.4% | -3.5% |
| 3M | +3.0% | +14.1% | -11.1% | -5.5% |
| 6M | -4.4% | +25.1% | -29.5% | -17.4% |
| YTD | -12.3% | +12.1% | -24.4% | -19.3% |
| 1Y | -24.3% | +18.8% | -43.1% | -33.1% |
| 3Y | +46.4% | +163.4% | -117.0% | -24.1% |
| 5Y | +79.7% | +156.5% | -76.9% | -6.5% |
| All | +72.4% | +287.3% | -214.8% | -35.4% |
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