+16.1%
JPM vs RSG
+19.5%
-3.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.1% | +4.2% |
| 7D | +3.8% | +5.1% | -1.4% | +3.9% |
| 30D | +6.5% | +15.3% | -8.8% | +7.0% |
| 3M | -1.0% | +18.6% | -19.6% | -0.3% |
| 6M | +15.5% | +19.5% | -4.0% | +15.7% |
| YTD | +11.4% | +17.2% | -5.8% | +10.2% |
| 1Y | +16.1% | +19.6% | -3.5% | +15.0% |
| All | +16.1% | +19.5% | -3.5% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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