+131.9%
JPM vs RMD
-4.0%
+135.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | 0.0% |
| 7D | -2.5% | -0.8% | -1.7% | -2.3% |
| 30D | +2.7% | +1.7% | +1.0% | +2.3% |
| 3M | -4.7% | +6.4% | -11.1% | -6.0% |
| 6M | +15.6% | +20.7% | -5.2% | +10.6% |
| YTD | +8.6% | -0.2% | +8.8% | +8.0% |
| 1Y | +10.9% | -4.5% | +15.4% | +11.3% |
| 3Y | +149.9% | +70.5% | +79.4% | +114.6% |
| 5Y | +131.9% | -1.6% | +133.6% | +122.4% |
| All | +131.9% | -4.0% | +135.9% | +122.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling