+151.0%
JPM vs RMD
+68.2%
+82.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.1% |
| 7D | -2.5% | -0.8% | -1.7% | -2.4% |
| 30D | +2.7% | +1.7% | +1.0% | +2.4% |
| 3M | -4.7% | +6.4% | -11.1% | -5.6% |
| 6M | +15.6% | +20.7% | -5.2% | +12.0% |
| YTD | +8.6% | -0.2% | +8.8% | +8.3% |
| 1Y | +10.9% | -4.5% | +15.4% | +11.2% |
| All | +151.0% | +68.2% | +82.9% | +143.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling