+479.1%
JPM vs RSP
+213.6%
+265.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +1.2% | +0.7% | +0.5% | +0.5% |
| 30D | +2.7% | +3.7% | -1.0% | -1.3% |
| 3M | -4.5% | +0.7% | -5.1% | -5.2% |
| 6M | +14.3% | +9.0% | +5.3% | +3.5% |
| YTD | +8.2% | +16.7% | -8.5% | -9.2% |
| 1Y | +10.0% | +19.0% | -8.9% | -9.7% |
| 3Y | +149.0% | +64.7% | +84.2% | +40.6% |
| 5Y | +131.0% | +49.6% | +81.4% | +44.9% |
| 10Y | +479.1% | +213.2% | +265.9% | +51.9% |
| All | +479.1% | +213.6% | +265.4% | +51.9% |
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