+590.9%
JPM vs RUN
+42.2%
+548.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.8% |
| 7D | -0.7% | -3.7% | +3.0% | -0.4% |
| 30D | -2.5% | -13.0% | +10.6% | -1.5% |
| 3M | +14.1% | -31.8% | +45.9% | +17.1% |
| 6M | +25.1% | -32.2% | +57.3% | +27.8% |
| YTD | +12.1% | -53.5% | +65.6% | +16.8% |
| 1Y | +18.8% | -46.5% | +65.3% | +21.8% |
| 3Y | +163.4% | -37.6% | +201.0% | +139.3% |
| 5Y | +156.5% | -80.9% | +237.4% | +150.4% |
| All | +590.9% | +42.2% | +548.7% | +354.1% |
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