+2,342.8%
JPM vs RMBS
+1,363.4%
+979.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.7% |
| 7D | -0.4% | +3.0% | -3.4% | -0.8% |
| 30D | -1.1% | -14.4% | +13.3% | +0.9% |
| 3M | +14.1% | -42.8% | +57.0% | +22.3% |
| 6M | +23.3% | -1.4% | +24.7% | +19.9% |
| YTD | +11.3% | -5.4% | +16.7% | +7.9% |
| 1Y | +23.0% | +18.6% | +4.4% | +14.1% |
| 3Y | +162.6% | +57.3% | +105.3% | +124.3% |
| 5Y | +152.8% | +265.7% | -112.9% | +87.5% |
| 10Y | +583.6% | +546.0% | +37.6% | +360.7% |
| All | +2,342.8% | +1,363.4% | +979.3% | +818.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded RMBS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling