+151.0%
JPM vs RIG
-19.5%
+170.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.5% | -2.1% | +0.1% |
| 7D | -2.5% | -2.6% | +0.1% | -2.2% |
| 30D | +2.7% | -5.2% | +7.9% | +2.9% |
| 3M | -4.7% | -8.6% | +3.9% | -4.3% |
| 6M | +15.6% | -18.9% | +34.5% | +17.2% |
| YTD | +8.6% | +28.6% | -19.9% | +3.2% |
| 1Y | +10.9% | +25.5% | -14.6% | +5.6% |
| All | +151.0% | -19.5% | +170.6% | +140.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling