+155.5%
JPM vs ROST
+107.3%
+48.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.9% |
| 7D | -0.4% | -2.2% | +1.8% | +0.2% |
| 30D | -1.4% | -11.4% | +10.0% | +2.2% |
| 3M | +13.9% | -1.6% | +15.6% | +14.1% |
| 6M | +23.5% | +6.8% | +16.7% | +20.3% |
| YTD | +11.6% | +25.8% | -14.2% | +3.0% |
| 1Y | +21.4% | +52.4% | -31.0% | +5.2% |
| 3Y | +163.4% | +94.4% | +69.1% | +106.5% |
| All | +155.5% | +107.3% | +48.1% | +87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling