+97.4%
JBL vs RVTY
+85.4%
+12.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.7% |
| 7D | +6.3% | -0.5% | +6.8% | +6.5% |
| 30D | -13.5% | +1.5% | -15.0% | -13.7% |
| 3M | -31.3% | +31.5% | -62.8% | -36.5% |
| 6M | -28.4% | +62.7% | -91.1% | -38.3% |
| YTD | +11.6% | +60.0% | -48.4% | -4.2% |
| 1Y | +26.1% | +65.7% | -39.6% | +7.1% |
| 3Y | +97.4% | +85.2% | +12.2% | +68.0% |
| All | +97.4% | +85.4% | +12.0% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling