+279.0%
RTX vs JBL
+1,523.3%
-1,244.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -1.6% | +4.0% | -5.6% | -2.8% |
| 30D | -11.6% | -7.5% | -4.1% | -9.8% |
| 3M | +9.2% | -14.1% | +23.2% | +12.9% |
| 6M | -4.4% | +25.9% | -30.3% | -13.7% |
| YTD | +8.9% | +36.7% | -27.8% | -5.1% |
| 1Y | +32.1% | +49.0% | -16.9% | +10.8% |
| 3Y | +151.2% | +191.8% | -40.5% | +51.4% |
| 5Y | +162.9% | +409.8% | -246.9% | +16.7% |
| All | +279.0% | +1,523.3% | -1,244.4% | +2.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling