+152.8%
JPM vs RCAT
+192.8%
-40.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.3% | -1.6% |
| 7D | -0.4% | +5.4% | -5.8% | -0.6% |
| 30D | -1.1% | -5.6% | +4.5% | -1.0% |
| 3M | +14.1% | -30.2% | +44.4% | +15.3% |
| 6M | +23.3% | -43.4% | +66.7% | +24.7% |
| YTD | +11.3% | +9.6% | +1.6% | +8.9% |
| 1Y | +23.0% | -2.0% | +25.0% | +20.0% |
| 3Y | +162.6% | +825.0% | -662.4% | +128.2% |
| 5Y | +152.8% | +199.8% | -47.1% | +123.3% |
| All | +152.8% | +192.8% | -40.0% | +123.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling