+152.5%
JPM vs RIG
+64.1%
+88.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | -0.4% | -8.2% | +7.8% | +0.6% |
| 30D | -1.4% | -0.2% | -1.2% | -1.5% |
| 3M | +13.9% | -2.7% | +16.7% | +14.0% |
| 6M | +23.5% | -7.5% | +31.0% | +23.7% |
| YTD | +11.6% | +38.3% | -26.6% | +5.7% |
| 1Y | +21.4% | +81.8% | -60.5% | +10.2% |
| 3Y | +163.4% | -30.2% | +193.6% | +161.0% |
| 5Y | +152.5% | +59.9% | +92.6% | +111.9% |
| All | +152.5% | +64.1% | +88.4% | +111.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling