+735.5%
JBL vs RVMD
+622.3%
+113.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.2% | +4.8% | +5.0% |
| 7D | +2.4% | -3.0% | +5.4% | +2.9% |
| 30D | -13.1% | -0.7% | -12.4% | -13.1% |
| 3M | -15.6% | +36.5% | -52.1% | -19.9% |
| 6M | +24.6% | +104.6% | -80.0% | +8.9% |
| YTD | +39.6% | +155.8% | -116.2% | +16.2% |
| 1Y | +48.6% | +340.7% | -292.1% | +12.2% |
| 3Y | +197.3% | +519.9% | -322.7% | +101.4% |
| 5Y | +413.0% | +584.9% | -172.0% | +214.2% |
| All | +735.5% | +622.3% | +113.2% | +330.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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