-89.5%
JRVR vs SPY
+307.0%
-396.5%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.4% |
| 7D | -19.8% | +2.6% | -22.4% | -21.3% |
| 30D | -15.0% | -2.0% | -13.0% | -14.0% |
| 3M | -27.8% | -2.8% | -25.0% | -26.5% |
| 6M | -23.5% | +2.1% | -25.7% | -25.2% |
| YTD | -50.6% | +11.5% | -62.1% | -55.0% |
| 1Y | -43.7% | +13.5% | -57.2% | -49.5% |
| 3Y | -63.9% | +77.7% | -141.6% | -77.1% |
| 5Y | -88.6% | +72.6% | -161.2% | -92.7% |
| All | -89.5% | +307.0% | -396.5% | -96.5% |
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