+56.2%
RIG vs JBL
+409.3%
-353.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.0% | -6.8% | -3.8% |
| 7D | -3.1% | +2.4% | -5.5% | -4.2% |
| 30D | -0.5% | -13.1% | +12.6% | +4.9% |
| 3M | -6.0% | -15.6% | +9.6% | -0.7% |
| 6M | -10.1% | +24.6% | -34.7% | -22.5% |
| YTD | +37.3% | +39.6% | -2.3% | +11.2% |
| 1Y | +73.9% | +48.6% | +25.3% | +36.2% |
| 3Y | -30.2% | +197.3% | -227.4% | -64.4% |
| All | +56.2% | +409.3% | -353.1% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling