+204.9%
JPM vs RVMD
+634.9%
-430.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.3% |
| 7D | -0.4% | -1.2% | +0.8% | -0.3% |
| 30D | -1.1% | +1.1% | -2.2% | -1.3% |
| 3M | +14.1% | +39.6% | -25.5% | +9.6% |
| 6M | +23.3% | +110.7% | -87.4% | +11.5% |
| YTD | +11.3% | +160.3% | -149.0% | -3.0% |
| 1Y | +23.0% | +404.9% | -381.9% | -2.1% |
| 3Y | +162.6% | +545.5% | -382.9% | +95.8% |
| 5Y | +152.8% | +584.7% | -431.9% | +76.9% |
| All | +204.9% | +634.9% | -430.1% | +78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling