+323.8%
JPM vs RKT
-12.8%
+336.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.2% |
| 7D | -2.3% | -7.2% | +4.9% | -1.9% |
| 30D | -2.3% | -7.9% | +5.5% | -1.9% |
| 3M | +14.9% | +5.2% | +9.7% | +14.2% |
| 6M | +23.6% | -14.9% | +38.5% | +24.2% |
| YTD | +11.3% | -31.9% | +43.2% | +13.1% |
| 1Y | +19.9% | -36.9% | +56.8% | +22.2% |
| 3Y | +162.6% | +35.7% | +126.9% | +150.1% |
| 5Y | +154.6% | -9.7% | +164.3% | +139.5% |
| All | +323.8% | -12.8% | +336.6% | +294.1% |
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