+413.7%
JBL vs RSG
+89.9%
+323.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.8% | +4.3% | +5.0% |
| 7D | +2.4% | 0.0% | +2.4% | +2.4% |
| 30D | -13.1% | +4.0% | -17.1% | -13.4% |
| 3M | -15.6% | +7.4% | -23.0% | -16.6% |
| 6M | +24.6% | +0.1% | +24.5% | +24.8% |
| YTD | +39.6% | +6.0% | +33.6% | +37.3% |
| 1Y | +48.6% | -3.0% | +51.6% | +50.3% |
| 3Y | +197.3% | +56.5% | +140.8% | +141.9% |
| All | +413.7% | +89.9% | +323.8% | +275.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling