+583.6%
JPM vs RY
+371.6%
+212.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -0.7% |
| 7D | -0.4% | +2.7% | -3.1% | -2.9% |
| 30D | -1.1% | -1.0% | -0.1% | -0.3% |
| 3M | +14.1% | +7.6% | +6.5% | +6.3% |
| 6M | +23.3% | +29.5% | -6.2% | -3.4% |
| YTD | +11.3% | +24.2% | -12.9% | -9.4% |
| 1Y | +23.0% | +46.4% | -23.4% | -14.3% |
| 3Y | +162.6% | +159.4% | +3.1% | +3.5% |
| 5Y | +152.8% | +141.8% | +10.9% | +5.5% |
| 10Y | +583.6% | +373.9% | +209.7% | +62.0% |
| All | +583.6% | +371.6% | +212.0% | +62.0% |
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