+11,024.8%
JPM vs RRX
+3,925.9%
+7,098.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -2.0% | -1.6% |
| 7D | -0.4% | +4.3% | -4.7% | -2.1% |
| 30D | -1.1% | -8.0% | +6.9% | +2.2% |
| 3M | +14.1% | -22.0% | +36.2% | +23.7% |
| 6M | +23.3% | -11.9% | +35.2% | +24.8% |
| YTD | +11.3% | +17.1% | -5.8% | -1.5% |
| 1Y | +23.0% | +14.9% | +8.1% | +8.5% |
| 3Y | +162.6% | +6.9% | +155.7% | +122.2% |
| 5Y | +152.8% | +19.6% | +133.2% | +95.3% |
| 10Y | +583.6% | +215.9% | +367.7% | +233.9% |
| All | +11,024.8% | +3,925.9% | +7,098.9% | +3,550.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling