+1,311.7%
JPM vs XRT
+549.2%
+762.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -2.5% | -1.4% | -1.0% | -1.3% |
| 30D | +2.7% | +9.8% | -7.0% | -4.9% |
| 3M | -4.7% | +3.3% | -8.0% | -7.6% |
| 6M | +15.6% | +13.6% | +2.0% | +2.9% |
| YTD | +8.6% | +9.1% | -0.4% | -0.2% |
| 1Y | +10.9% | +15.1% | -4.2% | -2.7% |
| 3Y | +149.9% | +59.9% | +90.0% | +60.4% |
| 5Y | +131.9% | -1.7% | +133.7% | +110.4% |
| 10Y | +481.0% | +141.1% | +339.9% | +90.2% |
| All | +1,311.7% | +549.2% | +762.5% | +33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling