+162.6%
JPM vs RIG
-28.9%
+191.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.3% |
| 7D | -0.4% | -2.7% | +2.3% | -0.1% |
| 30D | -1.1% | +9.5% | -10.6% | -2.2% |
| 3M | +14.1% | -6.6% | +20.8% | +14.7% |
| 6M | +23.3% | -2.9% | +26.2% | +22.7% |
| YTD | +11.3% | +39.5% | -28.2% | +5.2% |
| 1Y | +23.0% | +82.3% | -59.3% | +11.5% |
| 3Y | +162.6% | -29.6% | +192.1% | +160.7% |
| All | +162.6% | -28.9% | +191.4% | +160.7% |
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 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