+465.0%
JPM vs RTX
+262.2%
+202.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +3.5% | +4.8% | -1.3% | +0.9% |
| 30D | +3.3% | +6.5% | -3.2% | -0.4% |
| 3M | -4.2% | -9.6% | +5.4% | +1.0% |
| 6M | +16.4% | +12.3% | +4.1% | +8.2% |
| YTD | +9.5% | +9.5% | +0.1% | +2.4% |
| 1Y | +14.0% | +15.8% | -1.8% | +3.2% |
| 3Y | +153.1% | +157.0% | -3.9% | +39.1% |
| 5Y | +134.9% | +148.8% | -13.9% | +27.3% |
| All | +465.0% | +262.2% | +202.8% | +154.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 RTX 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