-9.7%
RKT vs JBL
+390.6%
-400.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -0.8% |
| 7D | -7.2% | -1.0% | -6.2% | -6.9% |
| 30D | -7.9% | -15.1% | +7.2% | -2.7% |
| 3M | +5.2% | -14.0% | +19.2% | +9.7% |
| 6M | -14.9% | +20.6% | -35.5% | -21.8% |
| YTD | -31.9% | +32.9% | -64.8% | -39.8% |
| 1Y | -36.9% | +40.5% | -77.4% | -45.8% |
| 3Y | +35.7% | +183.7% | -148.0% | -19.8% |
| 5Y | -9.7% | +388.3% | -398.0% | -64.5% |
| All | -9.7% | +390.6% | -400.3% | -64.5% |
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