+156.7%
RTX vs JBL
+104.6%
+52.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.5% |
| 7D | +3.4% | +10.0% | -6.6% | +2.7% |
| 30D | +8.4% | -18.2% | +26.6% | +9.7% |
| 3M | -10.7% | -29.0% | +18.3% | -8.8% |
| 6M | +11.7% | -25.9% | +37.6% | +13.3% |
| YTD | +9.3% | +14.1% | -4.8% | +6.4% |
| 1Y | +13.3% | +21.7% | -8.4% | +9.6% |
| All | +156.7% | +104.6% | +52.1% | +138.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling