+152.5%
JPM vs RSG
+89.9%
+62.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.5% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | -2.5% | +4.0% | -6.4% | -3.6% |
| 3M | +14.1% | +7.4% | +6.8% | +11.2% |
| 6M | +25.1% | +0.1% | +25.0% | +24.6% |
| YTD | +12.1% | +6.0% | +6.1% | +9.1% |
| 1Y | +18.8% | -3.0% | +21.8% | +19.5% |
| 3Y | +163.4% | +56.5% | +106.9% | +114.4% |
| All | +152.5% | +89.9% | +62.7% | +90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling