+1,525.1%
JBL vs RRX
+228.4%
+1,296.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.7% | +1.4% | +3.0% |
| 7D | +2.4% | -0.3% | +2.8% | +2.6% |
| 30D | -13.1% | -6.1% | -7.0% | -10.0% |
| 3M | -15.6% | -23.1% | +7.5% | -4.0% |
| 6M | +24.6% | -19.5% | +44.1% | +37.3% |
| YTD | +39.6% | +16.1% | +23.5% | +24.2% |
| 1Y | +48.6% | +12.9% | +35.7% | +33.0% |
| 3Y | +197.3% | +7.9% | +189.3% | +153.4% |
| 5Y | +413.0% | +19.1% | +393.9% | +291.5% |
| All | +1,525.1% | +228.4% | +1,296.7% | +588.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 10y: compounded portfolio wealth divided by compounded RRX 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…
10y analysis · Full analysis span regression · 6 months rolling