+151.0%
JPM vs XRT
+61.0%
+90.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.5% | -1.4% | -1.0% | -1.8% |
| 30D | +2.7% | +9.8% | -7.0% | -1.4% |
| 3M | -4.7% | +3.3% | -8.0% | -6.1% |
| 6M | +15.6% | +13.6% | +2.0% | +8.4% |
| YTD | +8.6% | +9.1% | -0.4% | +3.9% |
| 1Y | +10.9% | +15.1% | -4.2% | +3.4% |
| All | +151.0% | +61.0% | +90.1% | +113.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling