+1,525.1%
JBL vs RVTY
+145.6%
+1,379.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.8% | +2.3% | +3.8% |
| 7D | +2.4% | -4.5% | +7.0% | +4.5% |
| 30D | -13.1% | +5.5% | -18.6% | -15.3% |
| 3M | -15.6% | +22.5% | -38.1% | -23.8% |
| 6M | +24.6% | +38.9% | -14.3% | +5.4% |
| YTD | +39.6% | +28.7% | +10.9% | +21.4% |
| 1Y | +48.6% | +45.5% | +3.1% | +21.3% |
| 3Y | +197.3% | +16.4% | +180.9% | +155.6% |
| 5Y | +413.0% | -32.7% | +445.7% | +476.5% |
| All | +1,525.1% | +145.6% | +1,379.4% | +754.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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