+152.7%
JPM vs RSP
+64.6%
+88.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | 0.0% | -0.1% |
| 7D | +0.4% | +0.4% | 0.0% | +0.1% |
| 30D | +2.7% | +3.7% | -1.0% | -1.0% |
| 3M | -3.8% | +0.8% | -4.6% | -4.6% |
| 6M | +14.3% | +9.1% | +5.2% | +4.2% |
| YTD | +8.2% | +16.7% | -8.5% | -8.0% |
| 1Y | +11.0% | +19.7% | -8.7% | -8.0% |
| 3Y | +152.7% | +66.7% | +85.9% | +66.8% |
| All | +152.7% | +64.6% | +88.0% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling