+590.9%
JPM vs RSG
+428.9%
+161.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.3% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | -2.5% | +4.0% | -6.4% | -4.8% |
| 3M | +14.1% | +7.4% | +6.8% | +8.4% |
| 6M | +25.1% | +0.1% | +25.0% | +23.6% |
| YTD | +12.1% | +6.0% | +6.1% | +6.2% |
| 1Y | +18.8% | -3.0% | +21.8% | +19.1% |
| 3Y | +163.4% | +56.5% | +106.9% | +81.6% |
| 5Y | +156.5% | +90.9% | +65.6% | +46.0% |
| All | +590.9% | +428.9% | +161.9% | +106.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling