+465.0%
JPM vs ROST
+300.7%
+164.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.9% |
| 7D | +3.5% | +0.3% | +3.2% | +3.4% |
| 30D | +3.3% | +0.5% | +2.8% | +3.0% |
| 3M | -4.2% | -5.2% | +1.1% | -2.3% |
| 6M | +16.4% | +9.8% | +6.6% | +10.9% |
| YTD | +9.5% | +29.4% | -19.9% | -2.9% |
| 1Y | +14.0% | +44.4% | -30.3% | -3.6% |
| 3Y | +153.1% | +95.0% | +58.1% | +83.6% |
| 5Y | +134.9% | +111.9% | +23.0% | +58.1% |
| All | +465.0% | +300.7% | +164.3% | +209.3% |
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