+2.0%
RDW vs JBL
+621.8%
-619.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +5.0% | -7.3% | -5.7% |
| 7D | +0.9% | +2.4% | -1.6% | -1.0% |
| 30D | -21.3% | -13.1% | -8.2% | -13.9% |
| 3M | -37.9% | -15.6% | -22.3% | -30.4% |
| 6M | +12.3% | +24.6% | -12.3% | -0.3% |
| YTD | +39.7% | +39.6% | +0.1% | +15.0% |
| 1Y | +25.7% | +48.6% | -22.9% | -0.8% |
| 3Y | +230.8% | +197.3% | +33.6% | +65.7% |
| 5Y | -8.8% | +413.0% | -421.7% | -68.1% |
| All | +2.0% | +621.8% | -619.8% | -67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling