+19.9%
JPM vs ROST
+53.4%
-33.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -2.3% | -2.5% | +0.1% | -1.9% |
| 30D | -2.3% | -10.3% | +7.9% | -0.4% |
| 3M | +14.9% | -2.6% | +17.5% | +15.2% |
| 6M | +23.6% | +6.5% | +17.1% | +21.2% |
| YTD | +11.3% | +25.9% | -14.6% | +5.2% |
| 1Y | +19.9% | +52.3% | -32.5% | +9.2% |
| All | +19.9% | +53.4% | -33.5% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling