+620.0%
JPM vs RACE
+658.9%
-38.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.6% | -0.3% |
| 7D | -0.8% | +5.1% | -5.8% | -2.4% |
| 30D | +1.5% | +7.7% | -6.2% | -1.1% |
| 3M | -5.7% | +2.2% | -7.8% | -6.5% |
| 6M | +7.2% | +23.8% | -16.5% | -1.5% |
| YTD | +5.8% | +13.9% | -8.1% | -0.6% |
| 1Y | +8.8% | +3.8% | +5.0% | +5.7% |
| 3Y | +147.4% | +28.0% | +119.4% | +110.6% |
| 5Y | +125.3% | +64.9% | +60.4% | +68.3% |
| 10Y | +540.5% | +780.4% | -239.8% | +150.7% |
| All | +620.0% | +658.9% | -38.9% | +164.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling