-85.9%
JRVR vs SPY
+311.3%
-397.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.7% |
| 7D | +0.2% | +0.5% | -0.3% | -0.1% |
| 30D | -14.3% | -0.9% | -13.3% | -13.6% |
| 3M | +1.5% | +3.9% | -2.4% | -1.6% |
| 6M | -37.5% | +14.5% | -52.0% | -43.9% |
| YTD | -36.4% | +12.9% | -49.3% | -42.4% |
| 1Y | -24.7% | +19.4% | -44.0% | -34.8% |
| 3Y | -71.0% | +78.5% | -149.5% | -81.6% |
| 5Y | -87.9% | +81.8% | -169.7% | -92.5% |
| 10Y | -85.9% | +311.5% | -397.4% | -95.3% |
| All | -85.9% | +311.3% | -397.2% | -95.3% |
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