+585.7%
JPM vs RRC
+6.5%
+579.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.4% |
| 7D | -2.3% | -1.2% | -1.2% | -2.2% |
| 30D | -2.3% | +3.0% | -5.3% | -2.8% |
| 3M | +14.9% | +7.3% | +7.6% | +13.4% |
| 6M | +23.6% | +3.6% | +20.1% | +22.4% |
| YTD | +11.3% | +19.4% | -8.1% | +7.5% |
| 1Y | +19.9% | +21.4% | -1.5% | +15.1% |
| 3Y | +162.6% | +32.8% | +129.8% | +145.2% |
| 5Y | +154.6% | +152.0% | +2.6% | +106.3% |
| All | +585.7% | +6.5% | +579.2% | +383.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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