+189.3%
JPM vs RDW
-0.7%
+190.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.9% |
| 3M | +14.1% | -37.9% | +52.0% | +17.1% |
| 6M | +25.1% | +12.3% | +12.8% | +20.6% |
| YTD | +12.1% | +39.7% | -27.6% | +5.0% |
| 1Y | +18.8% | +25.7% | -6.9% | +10.9% |
| 3Y | +163.4% | +230.8% | -67.4% | +116.5% |
| 5Y | +156.5% | -8.8% | +165.3% | +111.5% |
| All | +189.3% | -0.7% | +190.1% | +135.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling