+479.1%
JPM vs RCAT
-99.6%
+578.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.4% | 0.0% |
| 7D | +1.2% | -5.6% | +6.8% | +1.2% |
| 30D | +2.7% | -27.0% | +29.8% | +2.9% |
| 3M | -4.5% | -57.9% | +53.4% | -4.0% |
| 6M | +14.3% | -59.4% | +73.7% | +14.8% |
| YTD | +8.2% | -46.9% | +55.1% | +8.3% |
| 1Y | +10.0% | -54.0% | +64.1% | +10.2% |
| 3Y | +149.0% | +378.4% | -229.5% | +144.9% |
| 5Y | +131.0% | +61.9% | +69.1% | +127.8% |
| 10Y | +479.1% | -99.6% | +578.7% | +468.9% |
| All | +479.1% | -99.6% | +578.7% | +468.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling