+154.6%
JPM vs RVMD
+560.0%
-405.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.1% |
| 7D | -2.3% | -3.6% | +1.2% | -2.0% |
| 30D | -2.3% | -1.1% | -1.3% | -2.3% |
| 3M | +14.9% | +41.0% | -26.1% | +11.2% |
| 6M | +23.6% | +105.7% | -82.1% | +14.5% |
| YTD | +11.3% | +155.3% | -144.0% | 0.0% |
| 1Y | +19.9% | +402.7% | -382.8% | -0.2% |
| 3Y | +162.6% | +533.1% | -370.5% | +108.3% |
| 5Y | +154.6% | +583.5% | -428.9% | +88.1% |
| All | +154.6% | +560.0% | -405.4% | +88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling