+587.9%
JPM vs RCAT
-98.5%
+686.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.5% | +6.8% | +0.4% |
| 7D | -0.4% | -2.3% | +1.9% | -0.4% |
| 30D | -1.4% | -18.7% | +17.3% | -1.3% |
| 3M | +13.9% | -29.3% | +43.2% | +14.1% |
| 6M | +23.5% | -42.3% | +65.8% | +23.8% |
| YTD | +11.6% | +2.5% | +9.1% | +11.3% |
| 1Y | +21.4% | -5.7% | +27.1% | +21.0% |
| 3Y | +163.4% | +764.9% | -601.5% | +158.0% |
| 5Y | +152.5% | +182.3% | -29.8% | +147.8% |
| All | +587.9% | -98.5% | +686.4% | +563.8% |
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