+3,914.5%
JPM vs RY
+11,573.6%
-7,659.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.4% |
| 7D | +0.3% | +3.1% | -2.8% | -2.3% |
| 30D | -0.2% | -0.3% | +0.2% | 0.0% |
| 3M | +15.9% | +8.7% | +7.2% | +7.8% |
| 6M | +20.9% | +28.5% | -7.6% | -2.6% |
| YTD | +12.9% | +25.1% | -12.2% | -7.0% |
| 1Y | +20.3% | +46.3% | -26.0% | -13.3% |
| 3Y | +160.9% | +154.9% | +6.0% | +15.1% |
| 5Y | +154.8% | +140.3% | +14.5% | +17.7% |
| 10Y | +591.1% | +377.0% | +214.1% | +82.2% |
| All | +3,914.5% | +11,573.6% | -7,659.2% | +55.8% |
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