+465.0%
JPM vs RIG
-46.1%
+511.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.2% | +0.4% |
| 7D | +3.5% | +5.7% | -2.2% | +2.7% |
| 30D | +3.3% | -0.7% | +4.0% | +3.0% |
| 3M | -4.2% | -3.1% | -1.0% | -4.3% |
| 6M | +16.4% | -16.3% | +32.7% | +18.1% |
| YTD | +9.5% | +34.1% | -24.6% | +2.8% |
| 1Y | +14.0% | +38.2% | -24.1% | +6.4% |
| 3Y | +153.1% | -15.3% | +168.4% | +143.4% |
| 5Y | +134.9% | +62.5% | +72.4% | +92.4% |
| All | +465.0% | -46.1% | +511.0% | +306.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 10y: compounded portfolio wealth divided by compounded RIG 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…
10y analysis · Full analysis span regression · 6 months rolling