+717.9%
JBL vs RVMD
+636.2%
+81.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +4.0% | -0.7% | +4.7% | +4.1% |
| 30D | -7.5% | +0.3% | -7.8% | -7.6% |
| 3M | -14.1% | +38.9% | -52.9% | -18.7% |
| 6M | +25.9% | +108.1% | -82.2% | +9.7% |
| YTD | +36.7% | +160.7% | -124.1% | +13.3% |
| 1Y | +49.0% | +407.3% | -358.3% | +9.5% |
| 3Y | +191.8% | +546.6% | -354.8% | +96.2% |
| 5Y | +409.8% | +579.8% | -170.0% | +213.2% |
| All | +717.9% | +636.2% | +81.7% | +320.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling