+585.7%
JPM vs XRT
+125.1%
+460.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.1% |
| 7D | -2.3% | -3.6% | +1.2% | -0.4% |
| 30D | -2.3% | -6.7% | +4.4% | +1.3% |
| 3M | +14.9% | -1.4% | +16.3% | +15.2% |
| 6M | +23.6% | +1.7% | +21.9% | +21.7% |
| YTD | +11.3% | -1.5% | +12.8% | +11.5% |
| 1Y | +19.9% | -2.5% | +22.4% | +20.3% |
| 3Y | +162.6% | +39.9% | +122.7% | +111.9% |
| 5Y | +154.6% | -2.6% | +157.2% | +144.7% |
| All | +585.7% | +125.1% | +460.6% | +207.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded XRT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling