-42.0%
RIG vs JBL
+40,069.2%
-40,111.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -8.2% | +4.0% | -12.2% | -8.9% |
| 30D | -0.2% | -7.5% | +7.3% | +1.1% |
| 3M | -2.7% | -14.1% | +11.3% | -0.5% |
| 6M | -7.5% | +25.9% | -33.3% | -12.8% |
| YTD | +38.3% | +36.7% | +1.6% | +27.9% |
| 1Y | +81.8% | +49.0% | +32.9% | +65.4% |
| 3Y | -30.2% | +191.8% | -222.0% | -45.2% |
| 5Y | +59.9% | +409.8% | -349.8% | +13.3% |
| 10Y | -41.9% | +1,509.2% | -1,551.1% | -64.5% |
| All | -42.0% | +40,069.2% | -40,111.1% | -70.9% |
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