+153.1%
JPM vs RUN
-7.3%
+160.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +1.0% |
| 7D | +3.5% | -13.5% | +17.0% | +3.8% |
| 30D | +3.3% | +18.3% | -15.0% | +2.7% |
| 3M | -4.2% | -12.5% | +8.3% | -4.0% |
| 6M | +16.4% | -40.3% | +56.7% | +17.6% |
| YTD | +9.5% | -53.1% | +62.6% | +10.8% |
| 1Y | +14.0% | -54.3% | +68.3% | +15.4% |
| 3Y | +153.1% | -6.5% | +159.6% | +142.8% |
| All | +153.1% | -7.3% | +160.4% | +142.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling