+590.9%
JPM vs RRX
+228.4%
+362.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | -0.6% |
| 7D | -0.7% | -0.3% | -0.3% | -0.6% |
| 30D | -2.5% | -6.1% | +3.7% | -0.2% |
| 3M | +14.1% | -23.1% | +37.2% | +23.7% |
| 6M | +25.1% | -19.5% | +44.6% | +31.0% |
| YTD | +12.1% | +16.1% | -3.9% | -0.8% |
| 1Y | +18.8% | +12.9% | +5.9% | +5.2% |
| 3Y | +163.4% | +7.9% | +155.5% | +121.2% |
| 5Y | +156.5% | +19.1% | +137.4% | +92.6% |
| All | +590.9% | +228.4% | +362.5% | +179.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling