+2,195.5%
JPM vs RSP
+1,139.7%
+1,055.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.3% |
| 7D | +0.3% | -0.8% | +1.1% | +1.3% |
| 30D | -0.2% | -0.3% | +0.2% | +0.2% |
| 3M | +15.9% | +4.3% | +11.6% | +9.4% |
| 6M | +20.9% | +8.8% | +12.1% | +8.0% |
| YTD | +12.9% | +15.3% | -2.4% | -6.5% |
| 1Y | +20.3% | +18.3% | +2.0% | -3.8% |
| 3Y | +160.9% | +52.8% | +108.1% | +47.8% |
| 5Y | +154.8% | +51.7% | +103.1% | +43.1% |
| 10Y | +591.1% | +208.5% | +382.6% | +47.1% |
| All | +2,195.5% | +1,139.7% | +1,055.9% | -11.8% |
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