+592.1%
JPM vs RSP
+203.7%
+388.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +1.4% |
| 7D | -0.4% | -1.8% | +1.4% | +1.7% |
| 30D | -1.4% | -2.5% | +1.1% | +1.4% |
| 3M | +13.9% | +3.0% | +10.9% | +10.0% |
| 6M | +23.5% | +8.9% | +14.6% | +12.0% |
| YTD | +11.6% | +13.0% | -1.3% | -2.9% |
| 1Y | +21.4% | +16.2% | +5.1% | +2.1% |
| 3Y | +163.4% | +52.7% | +110.7% | +62.1% |
| 5Y | +152.5% | +50.5% | +102.1% | +56.8% |
| 10Y | +592.1% | +209.8% | +382.3% | +84.2% |
| All | +592.1% | +203.7% | +388.5% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RSP.
Daily Out/Under-Performance
Portfolio return minus RSP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSP 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 RSP 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