+465.0%
JPM vs RUN
+68.6%
+396.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.9% |
| 7D | +3.5% | -13.5% | +17.0% | +4.6% |
| 30D | +3.3% | +18.3% | -15.0% | +1.6% |
| 3M | -4.2% | -12.5% | +8.3% | -3.7% |
| 6M | +16.4% | -40.3% | +56.7% | +20.0% |
| YTD | +9.5% | -53.1% | +62.6% | +13.6% |
| 1Y | +14.0% | -54.3% | +68.3% | +18.4% |
| 3Y | +153.1% | -6.5% | +159.6% | +119.7% |
| 5Y | +134.9% | -85.3% | +220.2% | +138.2% |
| All | +465.0% | +68.6% | +396.4% | +254.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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