+40,884.7%
JBL vs RRX
+2,772.4%
+38,112.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -0.8% | -1.7% |
| 7D | -1.0% | -3.7% | +2.7% | +1.0% |
| 30D | -15.1% | -9.3% | -5.8% | -10.5% |
| 3M | -14.0% | -21.8% | +7.7% | -3.3% |
| 6M | +20.6% | -22.0% | +42.6% | +35.1% |
| YTD | +32.9% | +11.9% | +21.0% | +21.1% |
| 1Y | +40.5% | +11.6% | +28.9% | +27.1% |
| 3Y | +183.7% | +2.2% | +181.6% | +151.2% |
| 5Y | +388.3% | +14.9% | +373.5% | +291.6% |
| 10Y | +1,464.9% | +214.2% | +1,250.7% | +607.3% |
| All | +40,884.7% | +2,772.4% | +38,112.3% | +10,780.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling