+53.1%
RGTI vs JBL
+468.2%
-415.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.2% | +1.6% |
| 7D | -0.1% | -1.0% | +0.9% | +0.6% |
| 30D | -16.2% | -15.1% | -1.1% | -5.1% |
| 3M | -22.0% | -14.0% | -8.0% | -12.2% |
| 6M | -10.8% | +20.6% | -31.4% | -20.6% |
| YTD | -31.6% | +32.9% | -64.5% | -43.8% |
| 1Y | -6.4% | +40.5% | -46.9% | -26.6% |
| 3Y | +665.7% | +183.7% | +481.9% | +256.3% |
| 5Y | +55.6% | +388.3% | -332.7% | -48.2% |
| All | +53.1% | +468.2% | -415.1% | -48.9% |
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