+1,367.1%
JPM vs XRT
+514.3%
+852.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.7% |
| 7D | +0.3% | +0.8% | -0.5% | -0.4% |
| 30D | -0.2% | -4.2% | +4.0% | +3.1% |
| 3M | +15.9% | +5.1% | +10.8% | +10.5% |
| 6M | +20.9% | +2.4% | +18.5% | +17.4% |
| YTD | +12.9% | +3.2% | +9.7% | +8.8% |
| 1Y | +20.3% | +1.5% | +18.8% | +16.7% |
| 3Y | +160.9% | +40.6% | +120.4% | +86.4% |
| 5Y | +154.8% | -1.0% | +155.8% | +127.7% |
| 10Y | +591.1% | +128.4% | +462.7% | +136.9% |
| All | +1,367.1% | +514.3% | +852.8% | +45.7% |
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