+1,148.2%
JBL vs RVTY
+211.6%
+936.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.5% |
| 7D | +6.3% | -0.5% | +6.8% | +6.6% |
| 30D | -13.5% | +1.5% | -15.0% | -14.0% |
| 3M | -31.3% | +31.5% | -62.8% | -39.6% |
| 6M | -28.4% | +62.7% | -91.1% | -43.4% |
| YTD | +11.6% | +60.0% | -48.4% | -12.3% |
| 1Y | +26.1% | +65.7% | -39.6% | -2.7% |
| 3Y | +97.4% | +85.2% | +12.2% | +35.7% |
| 5Y | +301.0% | -14.9% | +315.9% | +304.8% |
| All | +1,148.2% | +211.6% | +936.6% | +472.5% |
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