+154.6%
JPM vs RUN
-81.3%
+235.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.2% |
| 7D | -2.3% | -3.4% | +1.0% | -2.2% |
| 30D | -2.3% | -14.0% | +11.6% | -1.7% |
| 3M | +14.9% | -27.5% | +42.4% | +16.3% |
| 6M | +23.6% | -29.0% | +52.6% | +24.9% |
| YTD | +11.3% | -53.1% | +64.4% | +14.1% |
| 1Y | +19.9% | -46.7% | +66.6% | +21.9% |
| 3Y | +162.6% | -38.3% | +200.9% | +147.5% |
| 5Y | +154.6% | -80.7% | +235.3% | +150.7% |
| All | +154.6% | -81.3% | +235.9% | +150.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling