+11,186.3%
JPM vs RTX
+10,530.0%
+656.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.5% |
| 7D | +0.3% | -5.2% | +5.4% | +3.6% |
| 30D | -0.2% | -9.4% | +9.2% | +5.9% |
| 3M | +15.9% | +12.3% | +3.6% | +7.2% |
| 6M | +20.9% | -3.1% | +24.1% | +22.1% |
| YTD | +12.9% | +10.7% | +2.2% | +4.3% |
| 1Y | +20.3% | +28.4% | -8.1% | +0.6% |
| 3Y | +160.9% | +147.1% | +13.9% | +40.0% |
| 5Y | +154.8% | +167.2% | -12.4% | +26.8% |
| 10Y | +591.1% | +274.7% | +316.4% | +163.5% |
| All | +11,186.3% | +10,530.0% | +656.2% | +871.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling