+329.9%
JPM vs RKT
-7.0%
+336.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.9% |
| 7D | +0.3% | +2.1% | -1.8% | +0.1% |
| 30D | -0.2% | +1.4% | -1.6% | -0.3% |
| 3M | +15.9% | +6.3% | +9.6% | +15.1% |
| 6M | +20.9% | -15.5% | +36.4% | +21.6% |
| YTD | +12.9% | -27.4% | +40.3% | +14.3% |
| 1Y | +20.3% | -26.6% | +46.9% | +21.5% |
| 3Y | +160.9% | +41.2% | +119.7% | +147.9% |
| 5Y | +154.8% | -6.4% | +161.2% | +138.8% |
| All | +329.9% | -7.0% | +336.9% | +298.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling