+6,917.6%
JPM vs RCL
+5,893.7%
+1,023.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.3% |
| 7D | +1.2% | +8.5% | -7.3% | -1.5% |
| 30D | +2.7% | +20.4% | -17.7% | -3.7% |
| 3M | -4.5% | +11.0% | -15.4% | -8.3% |
| 6M | +14.3% | +24.9% | -10.5% | +4.4% |
| YTD | +8.2% | +23.9% | -15.7% | -2.7% |
| 1Y | +10.0% | +30.8% | -20.8% | -3.1% |
| 3Y | +149.0% | +270.4% | -121.4% | +47.7% |
| 5Y | +131.0% | +296.1% | -165.1% | +21.9% |
| 10Y | +479.1% | +375.0% | +104.0% | +127.3% |
| All | +6,917.6% | +5,893.7% | +1,023.8% | +894.4% |
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