+1,525.1%
JBL vs RSG
+428.9%
+1,096.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.8% | +4.3% | +4.7% |
| 7D | +2.4% | 0.0% | +2.4% | +2.4% |
| 30D | -13.1% | +4.0% | -17.1% | -14.8% |
| 3M | -15.6% | +7.4% | -23.0% | -19.4% |
| 6M | +24.6% | +0.1% | +24.5% | +22.3% |
| YTD | +39.6% | +6.0% | +33.6% | +32.0% |
| 1Y | +48.6% | -3.0% | +51.6% | +47.4% |
| 3Y | +197.3% | +56.5% | +140.8% | +108.1% |
| 5Y | +413.0% | +90.9% | +322.1% | +202.0% |
| All | +1,525.1% | +428.9% | +1,096.1% | +415.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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