+585.7%
JPM vs RIG
-40.1%
+625.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | -2.3% | -4.2% | +1.8% | -1.8% |
| 30D | -2.3% | -0.7% | -1.7% | -2.3% |
| 3M | +14.9% | -4.0% | +18.9% | +15.1% |
| 6M | +23.6% | -6.3% | +30.0% | +23.6% |
| YTD | +11.3% | +39.7% | -28.4% | +4.4% |
| 1Y | +19.9% | +78.1% | -58.2% | +7.9% |
| 3Y | +162.6% | -29.5% | +192.1% | +160.5% |
| 5Y | +154.6% | +65.3% | +89.3% | +108.5% |
| All | +585.7% | -40.1% | +625.8% | +394.1% |
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