+152.8%
JPM vs RRC
+153.5%
-0.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.4% |
| 7D | -0.4% | -1.2% | +0.8% | -0.2% |
| 30D | -1.1% | +9.4% | -10.6% | -2.5% |
| 3M | +14.1% | +7.4% | +6.7% | +12.7% |
| 6M | +23.3% | +1.5% | +21.8% | +22.5% |
| YTD | +11.3% | +19.4% | -8.1% | +7.4% |
| 1Y | +23.0% | +24.2% | -1.2% | +17.6% |
| 3Y | +162.6% | +32.8% | +129.8% | +145.1% |
| 5Y | +152.8% | +152.9% | -0.2% | +109.9% |
| All | +152.8% | +153.5% | -0.7% | +109.9% |
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