+88.6%
JPM vs RDDT
+235.7%
-147.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.7% |
| 7D | -0.7% | +2.1% | -2.8% | -0.8% |
| 30D | -2.5% | +2.8% | -5.3% | -2.8% |
| 3M | +14.1% | -8.9% | +23.1% | +14.1% |
| 6M | +25.1% | +15.1% | +10.0% | +22.4% |
| YTD | +12.1% | -31.4% | +43.5% | +13.5% |
| 1Y | +18.8% | -39.4% | +58.3% | +20.8% |
| All | +88.6% | +235.7% | -147.1% | +74.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling