+267.0%
RTX vs JBL
+1,176.2%
-909.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | +3.4% | +10.0% | -6.6% | +0.5% |
| 30D | +8.4% | -18.2% | +26.6% | +14.4% |
| 3M | -10.7% | -29.0% | +18.3% | -2.3% |
| 6M | +11.7% | -25.9% | +37.6% | +19.0% |
| YTD | +9.3% | +14.1% | -4.8% | -0.6% |
| 1Y | +13.3% | +21.7% | -8.4% | +0.6% |
| 3Y | +156.1% | +103.8% | +52.3% | +75.8% |
| 5Y | +148.5% | +310.0% | -161.5% | +17.1% |
| All | +267.0% | +1,176.2% | -909.2% | +2.9% |
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 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