+152.7%
JPM vs RL
+254.6%
-101.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.8% | -3.6% | +0.7% |
| 7D | +0.4% | +0.2% | +0.2% | +0.4% |
| 30D | +2.7% | +7.3% | -4.6% | +0.9% |
| 3M | -3.8% | +1.0% | -4.9% | -4.2% |
| 6M | +14.3% | +11.8% | +2.5% | +10.2% |
| YTD | +8.2% | +13.6% | -5.4% | +3.5% |
| 1Y | +11.0% | +24.0% | -13.1% | +3.5% |
| 3Y | +152.7% | +256.6% | -103.9% | +97.1% |
| All | +152.7% | +254.6% | -101.9% | +97.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling