+16.1%
JPM vs RDDT
-48.8%
+64.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.0% | -1.8% | +4.0% |
| 7D | +3.8% | -24.4% | +28.1% | +4.6% |
| 30D | +6.5% | -32.3% | +38.7% | +7.6% |
| 3M | -1.0% | -36.3% | +35.3% | +0.2% |
| 6M | +15.5% | -39.7% | +55.3% | +17.1% |
| YTD | +11.4% | -55.7% | +67.1% | +11.2% |
| 1Y | +16.1% | -45.7% | +61.8% | +13.3% |
| All | +16.1% | -48.8% | +64.9% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RDDT.
Daily Out/Under-Performance
Portfolio return minus RDDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDDT 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 1y: compounded portfolio wealth divided by compounded RDDT 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…
1y analysis · Full analysis span regression · 6 months rolling