+48.6%
JBL vs RMD
-18.7%
+67.3%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.6% | +5.6% | +5.1% |
| 7D | +2.4% | -4.4% | +6.8% | +2.5% |
| 30D | -13.1% | -3.1% | -10.0% | -13.0% |
| 3M | -15.6% | +13.8% | -29.4% | -17.0% |
| 6M | +24.6% | -8.6% | +33.1% | +33.7% |
| YTD | +39.6% | -8.6% | +48.2% | +50.1% |
| 1Y | +48.6% | -19.7% | +68.3% | +76.0% |
| All | +48.6% | -18.7% | +67.3% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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