+590.9%
JPM vs ROK
+357.9%
+232.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | 0.0% |
| 7D | -0.7% | -1.2% | +0.6% | -0.1% |
| 30D | -2.5% | -4.8% | +2.4% | -0.2% |
| 3M | +14.1% | -6.1% | +20.2% | +16.7% |
| 6M | +25.1% | +15.5% | +9.6% | +14.8% |
| YTD | +12.1% | +11.2% | +1.0% | +4.4% |
| 1Y | +18.8% | +23.8% | -5.0% | +4.6% |
| 3Y | +163.4% | +53.1% | +110.3% | +99.0% |
| 5Y | +156.5% | +48.3% | +108.3% | +89.6% |
| All | +590.9% | +357.9% | +232.9% | +172.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling