+506.0%
JPM vs RACE
+738.3%
-232.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.0% |
| 7D | +0.4% | +3.9% | -3.5% | -0.9% |
| 30D | +2.7% | +7.4% | -4.7% | +0.2% |
| 3M | -3.8% | +1.6% | -5.5% | -4.6% |
| 6M | +14.3% | +23.3% | -9.0% | +5.2% |
| YTD | +8.2% | +14.7% | -6.5% | +1.5% |
| 1Y | +11.0% | +2.5% | +8.4% | +8.3% |
| 3Y | +152.7% | +28.0% | +124.7% | +114.2% |
| 5Y | +130.8% | +69.8% | +61.0% | +68.4% |
| 10Y | +506.0% | +734.9% | -228.9% | +188.9% |
| All | +506.0% | +738.3% | -232.3% | +188.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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