+152.5%
JPM vs RCL
+233.3%
-80.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.8% |
| 7D | -0.4% | -2.2% | +1.8% | +0.1% |
| 30D | -1.4% | -15.7% | +14.3% | +2.6% |
| 3M | +13.9% | -8.0% | +21.9% | +15.6% |
| 6M | +23.5% | -10.1% | +33.7% | +25.2% |
| YTD | +11.6% | -5.9% | +17.5% | +11.1% |
| 1Y | +21.4% | -23.5% | +44.9% | +26.5% |
| 3Y | +163.4% | +174.4% | -10.9% | +99.7% |
| 5Y | +152.5% | +227.1% | -74.6% | +72.7% |
| All | +152.5% | +233.3% | -80.7% | +72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling