+585.7%
JPM vs RCAT
-98.5%
+684.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | -2.3% | -5.4% | +3.0% | -2.3% |
| 30D | -2.3% | -24.2% | +21.9% | -2.2% |
| 3M | +14.9% | -25.8% | +40.7% | +15.0% |
| 6M | +23.6% | -44.9% | +68.6% | +23.9% |
| YTD | +11.3% | +1.9% | +9.4% | +11.0% |
| 1Y | +19.9% | -5.2% | +25.1% | +19.5% |
| 3Y | +162.6% | +759.6% | -597.0% | +157.2% |
| 5Y | +154.6% | +187.5% | -32.9% | +149.9% |
| All | +585.7% | -98.5% | +684.2% | +561.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RCAT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling