+587.9%
JPM vs RVTY
+144.7%
+443.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.9% | +1.1% |
| 7D | -0.4% | -5.4% | +5.0% | +1.2% |
| 30D | -1.4% | +6.7% | -8.2% | -3.5% |
| 3M | +13.9% | +19.0% | -5.1% | +7.7% |
| 6M | +23.5% | +34.6% | -11.1% | +11.8% |
| YTD | +11.6% | +28.3% | -16.6% | +1.9% |
| 1Y | +21.4% | +46.0% | -24.7% | +5.8% |
| 3Y | +163.4% | +16.9% | +146.6% | +137.6% |
| 5Y | +152.5% | -32.9% | +185.4% | +170.7% |
| All | +587.9% | +144.7% | +443.2% | +300.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling