+10,848.8%
JPM vs RTX
+10,413.0%
+435.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +3.5% | +4.8% | -1.3% | +0.5% |
| 30D | +3.3% | +6.5% | -3.2% | -0.9% |
| 3M | -4.2% | -9.6% | +5.4% | +1.6% |
| 6M | +16.4% | +12.3% | +4.1% | +7.3% |
| YTD | +9.5% | +9.5% | +0.1% | +1.6% |
| 1Y | +14.0% | +15.8% | -1.8% | +2.1% |
| 3Y | +153.1% | +157.0% | -3.9% | +33.2% |
| 5Y | +134.9% | +148.8% | -13.9% | +22.1% |
| 10Y | +485.7% | +264.0% | +221.7% | +127.0% |
| All | +10,848.8% | +10,413.0% | +435.8% | +846.7% |
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