+479.1%
JPM vs RL
+369.1%
+110.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +1.2% | +1.3% | -0.1% | +0.7% |
| 30D | +2.7% | +7.6% | -4.9% | -0.1% |
| 3M | -4.5% | -1.5% | -2.9% | -4.2% |
| 6M | +14.3% | +12.1% | +2.2% | +8.2% |
| YTD | +8.2% | +13.9% | -5.7% | +1.3% |
| 1Y | +10.0% | +20.7% | -10.6% | +0.6% |
| 3Y | +149.0% | +260.6% | -111.6% | +43.8% |
| 5Y | +131.0% | +248.9% | -117.8% | +30.2% |
| 10Y | +479.1% | +355.9% | +123.2% | +174.3% |
| All | +479.1% | +369.1% | +110.0% | +174.3% |
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