+11,186.3%
JPM vs RVTY
+2,416.7%
+8,769.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +0.3% | +1.1% | -0.8% | -0.1% |
| 30D | -0.2% | +13.2% | -13.4% | -4.4% |
| 3M | +15.9% | +27.2% | -11.4% | +6.2% |
| 6M | +20.9% | +32.4% | -11.5% | +8.7% |
| YTD | +12.9% | +34.9% | -22.0% | +0.2% |
| 1Y | +20.3% | +52.4% | -32.1% | +1.9% |
| 3Y | +160.9% | +12.3% | +148.7% | +135.8% |
| 5Y | +154.8% | -30.8% | +185.7% | +164.5% |
| 10Y | +591.1% | +150.7% | +440.4% | +342.6% |
| All | +11,186.3% | +2,416.7% | +8,769.6% | +2,994.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling