-72.8%
JRVR vs VOO
+363.3%
-436.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | -11.5% | +0.1% | -11.5% | -11.5% |
| 3M | +5.3% | +2.0% | +3.3% | +3.5% |
| 6M | -39.8% | +13.0% | -52.8% | -45.2% |
| YTD | -34.3% | +13.6% | -47.9% | -40.5% |
| 1Y | -26.3% | +20.1% | -46.4% | -36.1% |
| 3Y | -71.8% | +77.6% | -149.3% | -81.5% |
| 5Y | -87.6% | +82.4% | -170.1% | -92.1% |
| 10Y | -85.5% | +316.8% | -402.3% | -94.5% |
| All | -72.8% | +363.3% | -436.1% | -90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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