-10.4%
RKT vs JBL
+20.8%
-31.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -4.8% | +13.5% | +9.8% |
| 7D | +29.7% | -11.1% | +40.9% | +33.2% |
| 30D | +28.5% | -14.1% | +42.6% | +32.9% |
| 3M | +6.4% | -23.9% | +30.3% | +13.8% |
| 6M | +7.1% | -24.1% | +31.2% | +12.9% |
| YTD | -22.5% | +13.5% | -35.9% | -32.0% |
| 1Y | -10.4% | +23.7% | -34.2% | -25.3% |
| All | -10.4% | +20.8% | -31.2% | -25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling