-87.0%
JRVR vs SPY
+315.0%
-402.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.4% | -5.5% | -4.8% |
| 7D | -5.0% | +0.1% | -5.1% | -5.3% |
| 30D | +3.9% | -3.3% | +7.2% | +6.0% |
| 3M | -19.6% | -2.4% | -17.2% | -18.4% |
| 6M | -8.7% | +2.6% | -11.3% | -11.0% |
| YTD | -40.3% | +11.2% | -51.6% | -45.6% |
| 1Y | -31.0% | +13.4% | -44.4% | -38.1% |
| 3Y | -55.6% | +79.9% | -135.5% | -72.1% |
| 5Y | -86.2% | +72.2% | -158.4% | -91.1% |
| 10Y | -87.0% | +307.3% | -394.3% | -95.7% |
| All | -87.0% | +315.0% | -402.0% | -95.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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