+6,392.0%
JBL vs RMBS
+1,376.2%
+5,015.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | +4.0% | +3.5% | +0.5% | +3.1% |
| 30D | -7.5% | -8.6% | +1.1% | -5.3% |
| 3M | -14.1% | -40.3% | +26.3% | -2.6% |
| 6M | +25.9% | -1.0% | +26.9% | +23.9% |
| YTD | +36.7% | -4.6% | +41.3% | +34.3% |
| 1Y | +49.0% | +17.6% | +31.4% | +37.5% |
| 3Y | +191.8% | +58.6% | +133.1% | +140.0% |
| 5Y | +409.8% | +270.9% | +138.8% | +238.1% |
| 10Y | +1,509.2% | +569.1% | +940.1% | +827.6% |
| All | +6,392.0% | +1,376.2% | +5,015.8% | +911.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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