+1,867.2%
JPM vs RCAT
-100.0%
+1,967.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.0% | -0.9% |
| 7D | +0.3% | -1.4% | +1.7% | +0.3% |
| 30D | -0.2% | -3.3% | +3.2% | -0.2% |
| 3M | +15.9% | -43.2% | +59.1% | +15.9% |
| 6M | +20.9% | -43.2% | +64.1% | +21.0% |
| YTD | +12.9% | +5.5% | +7.3% | +12.8% |
| 1Y | +20.3% | -1.6% | +21.9% | +20.3% |
| 3Y | +160.9% | +773.7% | -612.8% | +160.5% |
| 5Y | +154.8% | +187.6% | -32.8% | +154.4% |
| 10Y | +591.1% | -98.5% | +689.5% | +599.0% |
| All | +1,867.2% | -100.0% | +1,967.2% | +1,884.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling