+481.0%
JPM vs ROL
+214.5%
+266.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -2.5% | +0.8% | -3.2% | -2.7% |
| 30D | +2.7% | +20.6% | -17.9% | -2.7% |
| 3M | -4.7% | +4.5% | -9.2% | -6.1% |
| 6M | +15.6% | -26.5% | +42.1% | +25.6% |
| YTD | +8.6% | -34.8% | +43.5% | +22.0% |
| 1Y | +10.9% | -33.2% | +44.1% | +23.6% |
| 3Y | +149.9% | +4.5% | +145.5% | +137.5% |
| 5Y | +131.9% | +15.5% | +116.4% | +108.3% |
| 10Y | +481.0% | +217.2% | +263.8% | +230.7% |
| All | +481.0% | +214.5% | +266.5% | +230.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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