+317.0%
JPM vs RKT
-9.3%
+326.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.5% | -9.0% | +12.5% | +4.1% |
| 30D | +3.3% | +30.2% | -26.9% | +1.5% |
| 3M | -4.2% | -8.8% | +4.7% | -3.8% |
| 6M | +16.4% | -0.9% | +17.3% | +15.9% |
| YTD | +9.5% | -29.2% | +38.7% | +10.9% |
| 1Y | +14.0% | -20.1% | +34.1% | +14.6% |
| 3Y | +153.1% | +81.3% | +71.7% | +136.8% |
| 5Y | +134.9% | -6.6% | +141.5% | +120.1% |
| All | +317.0% | -9.3% | +326.3% | +286.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling