+585.7%
JPM vs ROL
+210.1%
+375.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -2.3% | -3.2% | +0.9% | -1.4% |
| 30D | -2.3% | -6.6% | +4.3% | -0.4% |
| 3M | +14.9% | -27.3% | +42.2% | +25.5% |
| 6M | +23.6% | -38.1% | +61.7% | +41.6% |
| YTD | +11.3% | -41.8% | +53.0% | +29.4% |
| 1Y | +19.9% | -37.8% | +57.7% | +36.3% |
| 3Y | +162.6% | -0.3% | +162.9% | +152.2% |
| 5Y | +154.6% | -5.1% | +159.7% | +143.2% |
| All | +585.7% | +210.1% | +375.6% | +302.2% |
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