+16.1%
JPM vs RKT
-9.4%
+25.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.7% | -4.5% | +3.3% |
| 7D | +3.8% | +29.7% | -26.0% | +1.2% |
| 30D | +6.5% | +28.5% | -22.0% | +3.9% |
| 3M | -1.0% | +6.4% | -7.4% | -1.8% |
| 6M | +15.5% | +7.1% | +8.4% | +13.8% |
| YTD | +11.4% | -22.5% | +33.8% | +14.4% |
| 1Y | +16.1% | -10.4% | +26.5% | +16.9% |
| All | +16.1% | -9.4% | +25.5% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 1y: compounded portfolio wealth divided by compounded RKT 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…
1y analysis · Full analysis span regression · 6 months rolling