+5,308.1%
JPM vs RMD
+36,837.6%
-31,529.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.9% |
| 7D | +0.3% | -5.0% | +5.3% | +1.4% |
| 30D | -0.2% | +2.2% | -2.4% | -0.8% |
| 3M | +15.9% | +17.8% | -2.0% | +11.2% |
| 6M | +20.9% | -11.3% | +32.3% | +23.6% |
| YTD | +12.9% | -4.4% | +17.3% | +13.3% |
| 1Y | +20.3% | -15.7% | +36.0% | +24.1% |
| 3Y | +160.9% | +47.7% | +113.2% | +131.2% |
| 5Y | +154.8% | -19.2% | +174.0% | +155.1% |
| 10Y | +591.1% | +280.4% | +310.7% | +375.6% |
| All | +5,308.1% | +36,837.6% | -31,529.5% | +2,359.3% |
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 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