+20.3%
JPM vs RRX
+14.9%
+5.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +0.3% | +3.4% | -3.2% | -0.2% |
| 30D | -0.2% | -11.1% | +11.0% | +1.5% |
| 3M | +15.9% | -23.7% | +39.6% | +19.3% |
| 6M | +20.9% | -22.0% | +42.9% | +22.9% |
| YTD | +12.9% | +16.5% | -3.6% | +8.7% |
| 1Y | +20.3% | +11.5% | +8.8% | +15.8% |
| All | +20.3% | +14.9% | +5.4% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling