+479.1%
JPM vs RY
+354.4%
+124.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.6% | +1.7% |
| 7D | +1.2% | -0.6% | +1.8% | +1.8% |
| 30D | +2.7% | +6.1% | -3.4% | -2.7% |
| 3M | -4.5% | -3.4% | -1.1% | -1.5% |
| 6M | +14.3% | +12.8% | +1.5% | +1.9% |
| YTD | +8.2% | +21.0% | -12.8% | -9.8% |
| 1Y | +10.0% | +40.5% | -30.4% | -20.3% |
| 3Y | +149.0% | +159.9% | -10.9% | -2.0% |
| 5Y | +131.0% | +125.0% | +6.1% | +3.6% |
| 10Y | +479.1% | +350.6% | +128.5% | +54.0% |
| All | +479.1% | +354.4% | +124.7% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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