+11,186.3%
JPM vs ROST
+70,186.3%
-59,000.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +0.3% | +0.9% | -0.7% | 0.0% |
| 30D | -0.2% | -8.9% | +8.7% | +2.4% |
| 3M | +15.9% | -0.8% | +16.7% | +15.8% |
| 6M | +20.9% | +8.5% | +12.5% | +17.5% |
| YTD | +12.9% | +28.6% | -15.7% | +4.3% |
| 1Y | +20.3% | +52.3% | -32.0% | +5.6% |
| 3Y | +160.9% | +94.8% | +66.1% | +110.9% |
| 5Y | +154.8% | +110.8% | +44.1% | +96.7% |
| 10Y | +591.1% | +304.5% | +286.6% | +338.0% |
| All | +11,186.3% | +70,186.3% | -59,000.0% | +2,146.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling