+197.3%
JBL vs RRX
+5.4%
+191.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.7% | +1.4% | +3.4% |
| 7D | +2.4% | -0.3% | +2.8% | +2.6% |
| 30D | -13.1% | -6.1% | -7.0% | -10.6% |
| 3M | -15.6% | -23.1% | +7.5% | -6.1% |
| 6M | +24.6% | -19.5% | +44.1% | +35.3% |
| YTD | +39.6% | +16.1% | +23.5% | +29.2% |
| 1Y | +48.6% | +12.9% | +35.7% | +38.3% |
| 3Y | +197.3% | +7.9% | +189.3% | +216.8% |
| All | +197.3% | +5.4% | +191.9% | +216.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling