+207.2%
JPM vs RVMD
+622.3%
-415.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | -0.7% | -3.0% | +2.3% | -0.3% |
| 30D | -2.5% | -0.7% | -1.7% | -2.4% |
| 3M | +14.1% | +36.5% | -22.4% | +9.9% |
| 6M | +25.1% | +104.6% | -79.5% | +13.5% |
| YTD | +12.1% | +155.8% | -143.7% | -2.1% |
| 1Y | +18.8% | +340.7% | -321.9% | -3.6% |
| 3Y | +163.4% | +519.9% | -356.5% | +97.5% |
| 5Y | +156.5% | +584.9% | -428.4% | +79.4% |
| All | +207.2% | +622.3% | -415.1% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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