+409.8%
JBL vs RVTY
-34.2%
+444.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.6% |
| 7D | +4.0% | -5.4% | +9.4% | +6.0% |
| 30D | -7.5% | +6.7% | -14.2% | -9.7% |
| 3M | -14.1% | +19.0% | -33.1% | -19.8% |
| 6M | +25.9% | +34.6% | -8.8% | +11.7% |
| YTD | +36.7% | +28.3% | +8.4% | +22.8% |
| 1Y | +49.0% | +46.0% | +3.0% | +27.0% |
| 3Y | +191.8% | +16.9% | +174.9% | +161.1% |
| 5Y | +409.8% | -32.9% | +442.7% | +454.6% |
| All | +409.8% | -34.2% | +444.0% | +454.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling