+163.4%
JPM vs RDW
+241.5%
-78.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +0.9% |
| 7D | -0.7% | +0.9% | -1.5% | -0.8% |
| 30D | -2.5% | -21.3% | +18.8% | -1.0% |
| 3M | +14.1% | -37.9% | +52.0% | +17.1% |
| 6M | +25.1% | +12.3% | +12.8% | +20.3% |
| YTD | +12.1% | +39.7% | -27.6% | +4.4% |
| 1Y | +18.8% | +25.7% | -6.9% | +10.3% |
| 3Y | +163.4% | +230.8% | -67.4% | +114.5% |
| All | +163.4% | +241.5% | -78.1% | +114.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling