+192.9%
XOM vs JPM
+600.5%
-407.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | +4.1% | -0.7% | +4.8% | +4.4% |
| 30D | +4.6% | -2.5% | +7.0% | +5.9% |
| 3M | +14.0% | +14.1% | -0.2% | +5.9% |
| 6M | +11.0% | +25.1% | -14.1% | -2.5% |
| YTD | +40.7% | +12.1% | +28.6% | +30.5% |
| 1Y | +52.3% | +18.8% | +33.5% | +36.0% |
| 3Y | +60.5% | +163.4% | -103.0% | -12.6% |
| 5Y | +266.4% | +156.5% | +109.9% | +97.3% |
| All | +192.9% | +600.5% | -407.6% | -3.4% |
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