+23.7%
JBL vs RBRK
+62.9%
-39.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +2.1% | -7.0% | -5.0% |
| 7D | -11.1% | -12.5% | +1.4% | -10.1% |
| 30D | -14.1% | -3.0% | -11.1% | -13.8% |
| 3M | -23.9% | +46.9% | -70.9% | -26.1% |
| 6M | -24.1% | +105.4% | -129.5% | -28.7% |
| YTD | +13.5% | +55.6% | -42.1% | +10.1% |
| 1Y | +23.7% | +63.9% | -40.2% | +21.2% |
| All | +23.7% | +62.9% | -39.2% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling