+11,186.3%
JPM vs RRC
+1,202.2%
+9,984.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | -0.1% | -0.8% |
| 7D | +0.3% | +1.3% | -1.0% | +0.1% |
| 30D | -0.2% | +10.1% | -10.3% | -1.4% |
| 3M | +15.9% | +4.0% | +11.9% | +15.1% |
| 6M | +20.9% | +1.6% | +19.4% | +20.3% |
| YTD | +12.9% | +19.7% | -6.8% | +9.8% |
| 1Y | +20.3% | +21.4% | -1.1% | +16.6% |
| 3Y | +160.9% | +29.7% | +131.3% | +148.4% |
| 5Y | +154.8% | +153.9% | +1.0% | +116.9% |
| 10Y | +591.1% | +10.8% | +580.3% | +474.2% |
| All | +11,186.3% | +1,202.2% | +9,984.1% | +7,446.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling