+152.5%
JPM vs RKT
-9.6%
+162.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.6% |
| 7D | -0.4% | -1.0% | +0.5% | -0.3% |
| 30D | -1.4% | -2.4% | +1.0% | -1.3% |
| 3M | +13.9% | +1.9% | +12.0% | +13.1% |
| 6M | +23.5% | -13.9% | +37.4% | +24.4% |
| YTD | +11.6% | -30.6% | +42.3% | +14.6% |
| 1Y | +21.4% | -34.4% | +55.7% | +24.9% |
| 3Y | +163.4% | +38.2% | +125.3% | +134.2% |
| 5Y | +152.5% | -9.7% | +162.2% | +141.9% |
| All | +152.5% | -9.6% | +162.1% | +141.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling