+152.5%
JPM vs RGTI
+56.8%
+95.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.7% |
| 7D | -0.7% | +0.5% | -1.1% | -0.7% |
| 30D | -2.5% | -17.1% | +14.7% | -1.9% |
| 3M | +14.1% | -26.0% | +40.1% | +14.9% |
| 6M | +25.1% | -9.9% | +35.0% | +24.5% |
| YTD | +12.1% | -31.1% | +43.2% | +12.3% |
| 1Y | +18.8% | -8.5% | +27.3% | +17.3% |
| 3Y | +163.4% | +652.2% | -488.8% | +130.3% |
| All | +152.5% | +56.8% | +95.8% | +121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 5y: compounded portfolio wealth divided by compounded RGTI 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…
5y analysis · Full analysis span regression · 6 months rolling