+133.0%
JPM vs RRC
+134.0%
-1.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.2% |
| 7D | -2.5% | -0.5% | -2.0% | -2.4% |
| 30D | +2.7% | +25.2% | -22.5% | -0.9% |
| 3M | -4.7% | +27.8% | -32.5% | -8.4% |
| 6M | +15.6% | +27.2% | -11.7% | +10.9% |
| YTD | +8.6% | +48.2% | -39.5% | +1.2% |
| 1Y | +10.9% | +34.7% | -23.8% | +4.9% |
| 3Y | +149.9% | +62.2% | +87.7% | +126.1% |
| All | +133.0% | +134.0% | -1.0% | +102.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling