+585.7%
JPM vs RTX
+286.9%
+298.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | -2.3% | -2.0% | -0.4% | -1.3% |
| 30D | -2.3% | -11.2% | +8.9% | +4.2% |
| 3M | +14.9% | +12.0% | +2.8% | +7.3% |
| 6M | +23.6% | -3.6% | +27.2% | +25.2% |
| YTD | +11.3% | +9.2% | +2.1% | +4.5% |
| 1Y | +19.9% | +29.7% | -9.8% | +1.3% |
| 3Y | +162.6% | +152.0% | +10.6% | +45.2% |
| 5Y | +154.6% | +165.8% | -11.1% | +32.2% |
| All | +585.7% | +286.9% | +298.8% | +188.0% |
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