+151.7%
JPM vs RMD
-22.5%
+174.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.8% |
| 7D | -0.4% | -4.5% | +4.1% | +0.5% |
| 30D | -1.1% | +4.6% | -5.7% | -2.1% |
| 3M | +14.1% | +14.8% | -0.6% | +10.7% |
| 6M | +23.3% | -12.1% | +35.4% | +26.0% |
| YTD | +11.3% | -7.5% | +18.7% | +12.5% |
| 1Y | +23.0% | -20.1% | +43.1% | +27.8% |
| 3Y | +162.6% | +53.9% | +108.7% | +131.3% |
| All | +151.7% | -22.5% | +174.2% | +134.1% |
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