+46.0%
XOM vs JPM
+21.8%
+24.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.7% | -1.8% |
| 7D | +1.8% | +0.3% | +1.5% | +1.8% |
| 30D | +5.9% | -0.2% | +6.0% | +5.9% |
| 3M | +5.6% | +15.9% | -10.3% | +6.9% |
| 6M | +7.9% | +20.9% | -13.1% | +9.9% |
| YTD | +35.2% | +12.9% | +22.3% | +38.6% |
| 1Y | +46.0% | +20.3% | +25.7% | +47.3% |
| All | +46.0% | +21.8% | +24.2% | +47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling