+93.0%
JPM vs RBRK
+124.5%
-31.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.0% |
| 7D | -0.7% | -7.5% | +6.8% | +0.1% |
| 30D | -2.5% | -10.4% | +8.0% | -1.7% |
| 3M | +14.1% | +21.3% | -7.1% | +10.9% |
| 6M | +25.1% | +50.6% | -25.6% | +17.6% |
| YTD | +12.1% | +13.3% | -1.2% | +8.8% |
| 1Y | +18.8% | +11.2% | +7.6% | +14.8% |
| All | +93.0% | +124.5% | -31.5% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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