+41,936.4%
JBL vs RRC
+985.2%
+40,951.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.7% |
| 7D | +3.0% | +1.3% | +1.7% | +2.8% |
| 30D | -8.3% | +10.1% | -18.4% | -9.9% |
| 3M | -16.9% | +4.0% | -20.9% | -17.8% |
| 6M | +21.8% | +1.6% | +20.2% | +20.5% |
| YTD | +36.3% | +19.7% | +16.6% | +30.7% |
| 1Y | +49.5% | +21.4% | +28.1% | +42.4% |
| 3Y | +170.6% | +29.7% | +141.0% | +152.6% |
| 5Y | +408.4% | +153.9% | +254.5% | +303.2% |
| 10Y | +1,450.4% | +10.8% | +1,439.6% | +1,109.1% |
| All | +41,936.4% | +985.2% | +40,951.3% | +23,292.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling