+7,221.0%
JPM vs RCL
+4,549.4%
+2,671.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +0.3% | -5.1% | +5.4% | +2.0% |
| 30D | -0.2% | -19.0% | +18.8% | +7.1% |
| 3M | +15.9% | -9.6% | +25.5% | +18.8% |
| 6M | +20.9% | -6.7% | +27.6% | +21.5% |
| YTD | +12.9% | -3.9% | +16.8% | +11.1% |
| 1Y | +20.3% | -25.1% | +45.4% | +27.9% |
| 3Y | +160.9% | +179.1% | -18.2% | +70.6% |
| 5Y | +154.8% | +243.3% | -88.5% | +41.0% |
| 10Y | +591.1% | +325.8% | +265.3% | +180.0% |
| All | +7,221.0% | +4,549.4% | +2,671.6% | +1,035.8% |
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