-15.2%
RDW vs JBL
+12.7%
-27.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.8% | -8.6% | -11.2% | -11.8% |
| 7D | -32.4% | -17.9% | -14.6% | -18.1% |
| 30D | -41.7% | -23.6% | -18.2% | -25.1% |
| 3M | -42.3% | -30.2% | -12.1% | -21.1% |
| 6M | -28.8% | -29.9% | +1.1% | -0.7% |
| YTD | -18.6% | +3.7% | -22.3% | -19.1% |
| 1Y | -15.2% | +8.5% | -23.7% | -21.3% |
| All | -15.2% | +12.7% | -27.9% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling