+6,917.8%
JPM vs RCL
+5,843.1%
+1,074.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.0% | -0.7% | +1.3% |
| 7D | +0.4% | +5.0% | -4.5% | -1.2% |
| 30D | +2.7% | +19.4% | -16.7% | -3.4% |
| 3M | -3.8% | +5.9% | -9.8% | -6.3% |
| 6M | +14.3% | +23.8% | -9.5% | +4.7% |
| YTD | +8.2% | +22.8% | -14.6% | -2.4% |
| 1Y | +11.0% | +34.3% | -23.3% | -3.2% |
| 3Y | +152.7% | +276.4% | -123.8% | +49.1% |
| 5Y | +130.8% | +281.6% | -150.8% | +23.4% |
| 10Y | +506.0% | +379.0% | +127.0% | +137.1% |
| All | +6,917.8% | +5,843.1% | +1,074.6% | +897.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling