+169.7%
JBL vs RBRK
+124.5%
+45.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.5% | +7.6% | +5.5% |
| 7D | +2.4% | -7.5% | +9.9% | +3.7% |
| 30D | -13.1% | -10.4% | -2.7% | -11.8% |
| 3M | -15.6% | +21.3% | -36.9% | -18.9% |
| 6M | +24.6% | +50.6% | -26.1% | +14.1% |
| YTD | +39.6% | +13.3% | +26.3% | +34.2% |
| 1Y | +48.6% | +11.2% | +37.4% | +42.4% |
| All | +169.7% | +124.5% | +45.2% | +115.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling