+131.0%
JPM vs RVTY
-7.6%
+138.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | +1.2% | -2.7% | +3.9% | +1.7% |
| 30D | +2.7% | +3.2% | -0.5% | +1.9% |
| 3M | -4.5% | +37.2% | -41.6% | -11.0% |
| 6M | +14.3% | +57.7% | -43.4% | +2.8% |
| YTD | +8.2% | +64.8% | -56.6% | -4.4% |
| 1Y | +10.0% | +72.8% | -62.8% | -3.9% |
| 3Y | +149.0% | +89.8% | +59.2% | +107.0% |
| 5Y | +131.0% | -8.4% | +139.5% | +122.8% |
| All | +131.0% | -7.6% | +138.7% | +122.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling