+4,547.0%
JBL vs RSG
+1,999.8%
+2,547.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.1% | -2.5% |
| 7D | -1.0% | -1.8% | +0.8% | -0.3% |
| 30D | -15.1% | +2.8% | -17.9% | -16.2% |
| 3M | -14.0% | +4.3% | -18.3% | -16.3% |
| 6M | +20.6% | -0.5% | +21.1% | +18.8% |
| YTD | +32.9% | +5.2% | +27.7% | +27.4% |
| 1Y | +40.5% | -2.1% | +42.7% | +38.4% |
| 3Y | +183.7% | +56.5% | +127.2% | +124.6% |
| 5Y | +388.3% | +89.5% | +298.8% | +252.4% |
| 10Y | +1,464.9% | +424.8% | +1,040.1% | +645.8% |
| All | +4,547.0% | +1,999.8% | +2,547.2% | +1,320.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling