+592.1%
JPM vs RL
+297.6%
+294.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.7% | +1.6% |
| 7D | -0.4% | -0.3% | -0.2% | -0.4% |
| 30D | -1.4% | -17.5% | +16.1% | +5.6% |
| 3M | +13.9% | -14.0% | +27.9% | +19.7% |
| 6M | +23.5% | -2.0% | +25.5% | +22.6% |
| YTD | +11.6% | -4.6% | +16.2% | +11.7% |
| 1Y | +21.4% | +9.5% | +11.9% | +14.8% |
| 3Y | +163.4% | +200.5% | -37.0% | +62.3% |
| 5Y | +152.5% | +226.3% | -73.7% | +44.0% |
| 10Y | +592.1% | +304.8% | +287.3% | +240.7% |
| All | +592.1% | +297.6% | +294.5% | +240.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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