+585.7%
JPM vs ROST
+308.3%
+277.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -2.3% | -2.5% | +0.1% | -1.4% |
| 30D | -2.3% | -10.3% | +7.9% | +1.9% |
| 3M | +14.9% | -2.6% | +17.5% | +15.5% |
| 6M | +23.6% | +6.5% | +17.1% | +19.4% |
| YTD | +11.3% | +25.9% | -14.6% | -0.1% |
| 1Y | +19.9% | +52.3% | -32.5% | -1.0% |
| 3Y | +162.6% | +94.6% | +68.0% | +90.5% |
| 5Y | +154.6% | +111.1% | +43.5% | +71.1% |
| All | +585.7% | +308.3% | +277.3% | +260.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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