+97.4%
JBL vs RRC
+60.0%
+37.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.3% |
| 7D | +6.3% | +6.4% | 0.0% | +5.0% |
| 30D | -13.5% | +23.9% | -37.4% | -17.3% |
| 3M | -31.3% | +30.2% | -61.5% | -35.2% |
| 6M | -28.4% | +26.3% | -54.7% | -32.2% |
| YTD | +11.6% | +48.1% | -36.5% | -0.8% |
| 1Y | +26.1% | +37.7% | -11.5% | +14.6% |
| 3Y | +97.4% | +60.3% | +37.1% | +64.4% |
| All | +97.4% | +60.0% | +37.4% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 3y: compounded portfolio wealth divided by compounded RRC 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…
3y analysis · Full analysis span regression · 6 months rolling