+48.6%
JBL vs RRX
+15.2%
+33.5%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.7% | +1.4% | +3.2% |
| 7D | +2.4% | -0.3% | +2.8% | +2.6% |
| 30D | -13.1% | -6.1% | -7.0% | -10.4% |
| 3M | -15.6% | -23.1% | +7.5% | -5.6% |
| 6M | +24.6% | -19.5% | +44.1% | +35.0% |
| YTD | +39.6% | +16.1% | +23.5% | +31.1% |
| 1Y | +48.6% | +12.9% | +35.7% | +40.3% |
| All | +48.6% | +15.2% | +33.5% | +40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling