+155.3%
JPM vs RY
+140.8%
+14.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.4% |
| 7D | +0.3% | +3.1% | -2.8% | -2.1% |
| 30D | -0.2% | -0.3% | +0.2% | 0.0% |
| 3M | +15.9% | +8.7% | +7.2% | +8.6% |
| 6M | +20.9% | +28.5% | -7.6% | -0.4% |
| YTD | +12.9% | +25.1% | -12.2% | -5.2% |
| 1Y | +20.3% | +46.3% | -26.0% | -10.3% |
| 3Y | +160.9% | +154.9% | +6.0% | +24.2% |
| All | +155.3% | +140.8% | +14.5% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling