+5,146.4%
JPM vs RMD
+38,753.6%
-33,607.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +3.5% | +2.1% | +1.4% | +3.0% |
| 30D | +3.3% | +2.1% | +1.2% | +2.7% |
| 3M | -4.2% | +6.2% | -10.4% | -5.7% |
| 6M | +16.4% | +19.4% | -3.0% | +11.1% |
| YTD | +9.5% | +0.5% | +9.0% | +8.5% |
| 1Y | +14.0% | -3.9% | +18.0% | +14.1% |
| 3Y | +153.1% | +72.5% | +80.5% | +116.7% |
| 5Y | +134.9% | -1.5% | +136.4% | +124.7% |
| 10Y | +485.7% | +345.8% | +140.0% | +289.0% |
| All | +5,146.4% | +38,753.6% | -33,607.2% | +2,255.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling