+2,219.6%
JPM vs RL
+1,568.4%
+651.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.8% | -3.6% | -0.1% |
| 7D | +0.4% | +0.2% | +0.2% | +0.3% |
| 30D | +2.7% | +7.3% | -4.6% | -0.3% |
| 3M | -3.8% | +1.0% | -4.9% | -4.7% |
| 6M | +14.3% | +11.8% | +2.5% | +7.6% |
| YTD | +8.2% | +13.6% | -5.4% | +0.6% |
| 1Y | +11.0% | +24.0% | -13.1% | -0.7% |
| 3Y | +152.7% | +256.6% | -103.9% | +39.8% |
| 5Y | +130.8% | +240.2% | -109.4% | +25.0% |
| 10Y | +506.0% | +373.0% | +133.0% | +156.6% |
| All | +2,219.6% | +1,568.4% | +651.1% | +374.5% |
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