+2,319.8%
JPM vs RL
+1,366.2%
+953.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -3.0% | -1.8% |
| 7D | +0.3% | -0.8% | +1.1% | +0.6% |
| 30D | -0.2% | -7.8% | +7.6% | +2.9% |
| 3M | +15.9% | -4.0% | +19.9% | +17.0% |
| 6M | +20.9% | -1.9% | +22.8% | +19.9% |
| YTD | +12.9% | -0.2% | +13.0% | +10.9% |
| 1Y | +20.3% | +10.7% | +9.6% | +12.7% |
| 3Y | +160.9% | +210.8% | -49.8% | +52.8% |
| 5Y | +154.8% | +238.2% | -83.4% | +37.6% |
| 10Y | +591.1% | +313.4% | +277.7% | +209.7% |
| All | +2,319.8% | +1,366.2% | +953.6% | +423.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling