+152.5%
JPM vs RTX
+162.7%
-10.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -0.7% | -1.5% | +0.9% | -0.1% |
| 30D | -2.5% | -11.0% | +8.5% | +1.8% |
| 3M | +14.1% | +7.7% | +6.5% | +10.8% |
| 6M | +25.1% | -3.9% | +29.0% | +26.4% |
| YTD | +12.1% | +9.0% | +3.2% | +7.7% |
| 1Y | +18.8% | +27.3% | -8.4% | +7.0% |
| 3Y | +163.4% | +172.9% | -9.5% | +71.5% |
| All | +152.5% | +162.7% | -10.2% | +56.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling