+152.5%
JPM vs RRX
+17.8%
+134.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | -0.1% |
| 7D | -0.7% | -0.3% | -0.3% | -0.6% |
| 30D | -2.5% | -6.1% | +3.7% | -1.0% |
| 3M | +14.1% | -23.1% | +37.2% | +20.2% |
| 6M | +25.1% | -19.5% | +44.6% | +29.0% |
| YTD | +12.1% | +16.1% | -3.9% | +3.9% |
| 1Y | +18.8% | +12.9% | +5.9% | +10.2% |
| 3Y | +163.4% | +7.9% | +155.5% | +140.2% |
| All | +152.5% | +17.8% | +134.7% | +123.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling