-23.6%
RKT vs JBL
+803.9%
-827.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -2.0% |
| 7D | +6.0% | +4.4% | +1.6% | +4.5% |
| 30D | +0.7% | -8.4% | +9.1% | +3.4% |
| 3M | +11.8% | -14.2% | +26.0% | +16.5% |
| 6M | -7.6% | +29.6% | -37.2% | -16.6% |
| YTD | -28.7% | +37.1% | -65.7% | -37.0% |
| 1Y | -32.6% | +49.5% | -82.1% | -42.7% |
| 3Y | +42.1% | +192.7% | -150.6% | -11.6% |
| 5Y | -7.2% | +411.3% | -418.5% | -56.8% |
| All | -23.6% | +803.9% | -827.4% | -70.4% |
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