+3,662.8%
JPM vs RY
+11,121.0%
-7,458.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | +0.2% |
| 7D | -0.8% | -0.9% | +0.1% | +0.1% |
| 30D | +1.5% | +5.9% | -4.4% | -3.3% |
| 3M | -5.7% | -4.3% | -1.4% | -2.2% |
| 6M | +7.2% | +12.1% | -4.9% | -2.9% |
| YTD | +5.8% | +20.3% | -14.5% | -9.9% |
| 1Y | +8.8% | +41.0% | -32.2% | -19.2% |
| 3Y | +147.4% | +157.5% | -10.1% | +8.4% |
| 5Y | +125.3% | +123.2% | +2.1% | +10.8% |
| 10Y | +540.5% | +365.7% | +174.8% | +72.5% |
| All | +3,662.8% | +11,121.0% | -7,458.2% | +50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling