+481.0%
JPM vs RVTY
+219.6%
+261.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -2.5% | -0.7% | -1.7% | -2.3% |
| 30D | +2.7% | +1.7% | +1.0% | +2.0% |
| 3M | -4.7% | +36.8% | -41.5% | -13.5% |
| 6M | +15.6% | +60.1% | -44.5% | -0.5% |
| YTD | +8.6% | +64.0% | -55.3% | -8.1% |
| 1Y | +10.9% | +68.2% | -57.3% | -7.0% |
| 3Y | +149.9% | +88.8% | +61.1% | +94.1% |
| 5Y | +131.9% | -10.5% | +142.5% | +127.0% |
| 10Y | +481.0% | +219.7% | +261.3% | +224.8% |
| All | +481.0% | +219.6% | +261.4% | +224.8% |
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