-74.5%
JRVR vs SPY
+342.8%
-417.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.1% | -3.0% |
| 7D | +0.5% | -2.7% | +3.2% | +2.3% |
| 30D | +10.5% | -5.4% | +15.9% | +14.5% |
| 3M | -18.6% | -4.1% | -14.5% | -16.4% |
| 6M | -13.2% | +0.7% | -13.9% | -14.2% |
| YTD | -38.4% | +8.7% | -47.1% | -42.7% |
| 1Y | -26.1% | +10.9% | -37.0% | -32.3% |
| 3Y | -71.2% | +75.0% | -146.2% | -81.1% |
| 5Y | -86.6% | +67.8% | -154.4% | -91.0% |
| 10Y | -86.3% | +312.9% | -399.2% | -94.8% |
| All | -74.5% | +342.8% | -417.3% | -90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling