+149.0%
JPM vs RVTY
+91.6%
+57.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | +1.2% | -2.7% | +3.9% | +1.6% |
| 30D | +2.7% | +3.2% | -0.5% | +2.1% |
| 3M | -4.5% | +37.2% | -41.6% | -10.0% |
| 6M | +14.3% | +57.7% | -43.4% | +4.5% |
| YTD | +8.2% | +64.8% | -56.6% | -2.8% |
| 1Y | +10.0% | +72.8% | -62.8% | -2.2% |
| 3Y | +149.0% | +89.8% | +59.2% | +120.7% |
| All | +149.0% | +91.6% | +57.3% | +120.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling