+402.2%
JBL vs RMD
-22.6%
+424.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +4.0% | -4.7% | +8.7% | +5.1% |
| 30D | -7.5% | +0.2% | -7.7% | -7.7% |
| 3M | -14.1% | +12.0% | -26.1% | -17.0% |
| 6M | +25.9% | -12.5% | +38.4% | +29.7% |
| YTD | +36.7% | -7.9% | +44.6% | +38.8% |
| 1Y | +49.0% | -20.4% | +69.4% | +57.2% |
| 3Y | +191.8% | +53.1% | +138.7% | +146.8% |
| All | +402.2% | -22.6% | +424.8% | +391.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling