+585.7%
JPM vs RVTY
+139.0%
+446.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.4% |
| 7D | -2.3% | -7.4% | +5.1% | -0.2% |
| 30D | -2.3% | +4.5% | -6.8% | -3.8% |
| 3M | +14.9% | +19.5% | -4.6% | +8.4% |
| 6M | +23.6% | +34.1% | -10.5% | +11.9% |
| YTD | +11.3% | +25.3% | -14.0% | +2.3% |
| 1Y | +19.9% | +47.0% | -27.1% | +4.3% |
| 3Y | +162.6% | +14.1% | +148.5% | +138.5% |
| 5Y | +154.6% | -34.6% | +189.2% | +174.9% |
| All | +585.7% | +139.0% | +446.7% | +301.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RVTY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling