+135.3%
JPM vs RCAT
+41.8%
+93.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +1.1% |
| 7D | +3.5% | -5.9% | +9.4% | +3.7% |
| 30D | +3.3% | -19.7% | +22.9% | +3.9% |
| 3M | -4.2% | -62.9% | +58.7% | -0.7% |
| 6M | +16.4% | -59.6% | +76.0% | +19.3% |
| YTD | +9.5% | -52.1% | +61.6% | +10.4% |
| 1Y | +14.0% | -50.9% | +64.9% | +14.5% |
| 3Y | +153.1% | +333.8% | -180.7% | +126.9% |
| All | +135.3% | +41.8% | +93.5% | +112.5% |
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