+16.1%
JPM vs RDW
+9.7%
+6.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.9% | +9.1% | +4.4% |
| 7D | +3.8% | -14.3% | +18.1% | +4.3% |
| 30D | +6.5% | -26.0% | +32.4% | +7.6% |
| 3M | -1.0% | -27.4% | +26.4% | -0.1% |
| 6M | +15.5% | -10.6% | +26.2% | +12.7% |
| YTD | +11.4% | +1.6% | +9.8% | +6.2% |
| 1Y | +16.1% | +11.1% | +5.0% | +9.9% |
| All | +16.1% | +9.7% | +6.4% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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