+19.9%
JPM vs RMD
-20.3%
+40.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | -2.3% | -4.2% | +1.8% | -1.5% |
| 30D | -2.3% | -2.1% | -0.3% | -2.0% |
| 3M | +14.9% | +13.8% | +1.1% | +10.8% |
| 6M | +23.6% | -10.6% | +34.3% | +28.4% |
| YTD | +11.3% | -8.1% | +19.4% | +14.3% |
| 1Y | +19.9% | -18.0% | +37.8% | +27.3% |
| All | +19.9% | -20.3% | +40.2% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 1y: compounded portfolio wealth divided by compounded RMD 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…
1y analysis · Full analysis span regression · 6 months rolling