+27.3%
RTX vs JBL
+47.2%
-19.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.0% | -5.3% | -0.5% |
| 7D | -1.5% | +2.4% | -4.0% | -1.7% |
| 30D | -11.0% | -13.1% | +2.1% | -10.5% |
| 3M | +7.7% | -15.6% | +23.3% | +8.4% |
| 6M | -3.9% | +24.6% | -28.5% | -6.7% |
| YTD | +9.0% | +39.6% | -30.6% | +4.4% |
| 1Y | +27.3% | +48.6% | -21.4% | +21.8% |
| All | +27.3% | +47.2% | -19.9% | +21.8% |
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