+7,092.7%
JPM vs RIG
-41.1%
+7,133.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.2% |
| 7D | -0.4% | -2.7% | +2.3% | 0.0% |
| 30D | -1.1% | +9.5% | -10.6% | -2.9% |
| 3M | +14.1% | -6.6% | +20.8% | +15.0% |
| 6M | +23.3% | -2.9% | +26.2% | +22.4% |
| YTD | +11.3% | +39.5% | -28.2% | +2.7% |
| 1Y | +23.0% | +82.3% | -59.3% | +7.1% |
| 3Y | +162.6% | -29.6% | +192.1% | +159.6% |
| 5Y | +152.8% | +63.2% | +89.6% | +95.5% |
| 10Y | +583.6% | -45.0% | +628.6% | +374.6% |
| All | +7,092.7% | -41.1% | +7,133.9% | +4,938.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling