+41,936.4%
JBL vs RVTY
+1,615.1%
+40,321.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.7% |
| 7D | +3.0% | +1.1% | +1.9% | +2.5% |
| 30D | -8.3% | +13.2% | -21.5% | -13.5% |
| 3M | -16.9% | +27.2% | -44.1% | -26.3% |
| 6M | +21.8% | +32.4% | -10.6% | +5.2% |
| YTD | +36.3% | +34.9% | +1.4% | +15.9% |
| 1Y | +49.5% | +52.4% | -2.9% | +19.4% |
| 3Y | +170.6% | +12.3% | +158.3% | +137.0% |
| 5Y | +408.4% | -30.8% | +439.2% | +443.5% |
| 10Y | +1,450.4% | +150.7% | +1,299.7% | +787.8% |
| All | +41,936.4% | +1,615.1% | +40,321.3% | +11,927.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling