+592.1%
JPM vs RCL
+341.7%
+250.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.8% |
| 7D | -0.4% | -2.2% | +1.8% | +0.2% |
| 30D | -1.4% | -15.7% | +14.3% | +3.2% |
| 3M | +13.9% | -8.0% | +21.9% | +15.8% |
| 6M | +23.5% | -10.1% | +33.7% | +25.4% |
| YTD | +11.6% | -5.9% | +17.5% | +11.0% |
| 1Y | +21.4% | -23.5% | +44.9% | +27.0% |
| 3Y | +163.4% | +174.4% | -10.9% | +89.0% |
| 5Y | +152.5% | +227.1% | -74.6% | +61.5% |
| 10Y | +592.1% | +342.5% | +249.6% | +278.5% |
| All | +592.1% | +341.7% | +250.4% | +278.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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