+87.8%
JPM vs RDDT
+211.6%
-123.8%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.5% |
| 7D | -0.4% | -7.4% | +7.0% | +0.1% |
| 30D | -1.4% | -7.7% | +6.3% | -1.0% |
| 3M | +13.9% | -17.8% | +31.7% | +14.7% |
| 6M | +23.5% | +5.5% | +18.1% | +21.6% |
| YTD | +11.6% | -36.3% | +47.9% | +13.6% |
| 1Y | +21.4% | -39.0% | +60.4% | +23.3% |
| All | +87.8% | +211.6% | -123.8% | +74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling