+652.2%
RGTI vs JBL
+195.4%
+456.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.0% | -4.3% | -3.2% |
| 7D | +0.5% | +2.4% | -2.0% | -1.5% |
| 30D | -17.1% | -13.1% | -4.0% | -7.8% |
| 3M | -26.0% | -15.6% | -10.4% | -15.7% |
| 6M | -9.9% | +24.6% | -34.4% | -21.5% |
| YTD | -31.1% | +39.6% | -70.7% | -45.2% |
| 1Y | -8.5% | +48.6% | -57.1% | -31.0% |
| 3Y | +652.2% | +197.3% | +455.0% | +300.8% |
| All | +652.2% | +195.4% | +456.8% | +300.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling