+2,100.5%
JPM vs RSP
+1,155.4%
+945.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | 0.0% | -0.7% |
| 7D | +0.4% | +0.4% | 0.0% | -0.1% |
| 30D | +2.7% | +3.7% | -1.0% | -2.0% |
| 3M | -3.8% | +0.8% | -4.6% | -4.9% |
| 6M | +14.3% | +9.1% | +5.2% | +1.7% |
| YTD | +8.2% | +16.7% | -8.5% | -11.8% |
| 1Y | +11.0% | +19.7% | -8.7% | -12.5% |
| 3Y | +152.7% | +66.7% | +85.9% | +27.7% |
| 5Y | +130.8% | +48.7% | +82.1% | +33.3% |
| 10Y | +506.0% | +215.6% | +290.4% | +25.2% |
| All | +2,100.5% | +1,155.4% | +945.1% | -16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling